Check out Splash Buddy, gives a customisable screen with a traffic light system for each policy that runs.

https://github.com/Shufflepuck/SplashBuddy

@rpayne DEPNotify may be a better choice than Splash Buddy given that it has an option to report status based on the Jamf log output. (Disclaimer - I haven't deployed either yet, but for my needs DEPNotify is what I'm planning to put into production)

Check out my DEPNotify workflow: https://yearofthegeek.net/2018/05/updating-our-depnotify-process/. Might be exactly what you're looking for. You can also use DEPNotify for other tasks like large updates or maintenance stuff since it's all log based.

If you don't need user interaction and want it totally contained within JAMF this is what I use...
Just have it on an enrollment triggered policy named so the policy runs first and with the script named so it runs first within that policy. In our environment it kicks in about 40 seconds after you hit the DEP screen in Apple Setup (Still no way to prevent quick users continuing with the parts of the setup DEP fails to supress unfortunately...).
I am looking at improving it this year, but in this form all it does is display the latest item downloaded into the JAMF cache for installation, you could of course alter that part of the script to look at whatever suited your needs.
It's just made using cascading JAMFHelper windows that expire after 20 seconds.

#!/bin/bash

(
Display_Overlay(){
/Library/Application Support/JAMF/bin/jamfHelper.app/Contents/MacOS/jamfHelper -heading "CONFIGURATION IN PROGRESS" -description "Please do not use or power off" -windowType fs &
}

#####

Status_Message="Waiting for management framework"
Display_Overlay
sleep 5
while :
do
if [ -d /Library/Application Support/JAMF/Downloads ]; then
Status_Message=$(ls -t -1 /Library/Application Support/JAMF/Downloads | head -1)
fi
if [ "${Status_Message}" == "" ]; then
Status_Message="Talking to management framework"
fi
/Library/Application Support/JAMF/bin/jamfHelper.app/Contents/MacOS/jamfHelper -title "Configuration Status" -heading "Elapsed time $((SECONDS / 60)) minutes" -description "${Status_Message}" -timeout 20 -windowType hud &
sleep 19
done
) &
disown

There is a ton of info here

https://www.jamf.com/jamf-nation/discussions/17467/ibms-enrollment-screen-recreated

And Jamf has reached out here asking what we would like to see, as they are investigating building it in to Jamf Pro...

C