I made a couple of changes so that the FK column has to be the first column in the index. And it actually outputs a script to create the missing indexes.

SELECT
‘create index IX_’ + t.name + ‘_’ + c.name + ‘ on ‘ + t.name + ‘(‘ + c.name + ‘)’
FROM
sys.tables t

INNER JOIN sys.syscolumns c ON
c.id = t.OBJECT_ID

– Join on foreign key columns
inner JOIN sys.foreign_key_columns fkc ON
(fkc.parent_object_id = t.OBJECT_ID
AND c.colid = fkc.parent_column_id)
OR (fkc.referenced_object_id = t.OBJECT_ID
AND c.colid = fkc.referenced_column_id)
and fkc.constraint_object_id IS not NULL

– only get the FKs where the first column is not indexed
where not exists (
select 1
from sys.index_columns ic
where
ic.OBJECT_ID = t.OBJECT_ID
AND ic.column_id = c.colid
–first column only
and ic.key_ordinal = 1
)
ORDER BY
t.name,
c.name