Here's an option. There are companies in China which sell standard enclosures for USB plug-in devices. They'll even throw in a color of your choice and a sticker. You'd have to redesign your board to fit their case, but that may be a lot easier than dealing with encapsulation.[1]
The problem is that the U2F specification requires users to approve authentication requests by pressing a button and none of the existing enclosures have a space for one. Entirely coincidentally, the company behind it (Yubico) already had a design with a button because their original second-factor proposal had no other way of knowing you want to authenticate. It's a little pointless on U2F but the spec requires it.
