Edit: Looks like some Yubikey work via nfc for mobile.
That seems like a usability nightmare. Are there plans to improve this? Hardware wallets for cryptocurrencies seem to have it solved. You can keep multiple copies of the keys around (ie. multisig wallets) for maximum security, or you can write down the private key of the device you have and store it somewhere safe. In either case you can retain the public keys so you don't need access to the device if you want to send funds to them (or in the case of authentication tokens, enroll them).
3 copies of your 2-factor, 2 different mediums (a Yubikey and recovery tokens printed on paper), at least 1 in a different location (safety deposit box, trusted family members house, etc).
The Yubikey OTPs work if Yubikey is connected to a phone via USB (Type-C). Not sure about Fido/U2f etc though.