I have an App.Local.config file which each developer has their own settings in. I do not want this file checked versioned in the GIT repo as every time it would be overwrit
You should use git rm --cached App.Local.config not only in you working branch but also in the branch you want to switch to, or you will lose your App.Local.config when you switch back to the branch you worked if you only use git rm --cached App.Local.config in that branch.