How do I ensure that some employees can’t share performance goals?

You need to create a custom role and assign it to employees who shouldn't share their performance goals.

The delivered employee role has the Share Performance Goals (HRG_SHARE_PERFORMANCE_GOALS_PRIV) privilege by default. You need to create a custom employee role and ensure that this role doesn’t have this privilege. Grant this custom role to the employees who you don’t want to share performance goals.