I do this today by running the PS monitor locally on our poller and using unc paths to provide the folder.
So far so good
I will try it out when i get more details and will keep you posted if i get stuck somewhere
You can do what bluefunelemental suggested or you can adapt your script for local execution. Either way, it would be a SAM PowerShell Script Monitor. You will need to enable WinRM on the target server so that SAM can execute that script locally on the target server. See the PowerShell section in the admin guide on "Configuring and Integration" for very good detail on your options