I was able to get to recovery mode by starting to select a start up disk and then quitting with `Command - Q`. Took me back to recovery mode and I was able to install Mojave on the internal drive.

(I had this exact issue and foolishly wiped the drive not realizing that the security was set to only internal drives.)

William Tong’s answer is great, but similar to commenter, I could still not boot into recovery with the blank Mojave’s SSD. It would prompt that it couldn’t boot from external drive and to choose a startup disk or restart.