For our business we use a number of different apps and websites but only two of them offer 2FA with a security key. The rest allow for an authenticator app. In this case, it seems just using an authenticator app would be best for consistency and without needing to purchase keys.
Of course, installing authenticatior apps on each device would be a no-no since it wouldn't technically be 2FA. Then do we use each employee's personal phones? Not sure how to proceed.
Ask whether people are happy using the generator app on their phone, and provide phones to anyone who isn't comfortable with using their own device for that.
You'll probably end up with two or three authenticator apps, since some sites want to have their own app instead of using TOTP.
To pile on this, you can point people to public Auth apps that aren't linked to your workplace. This might reduce suspicions about you installing work apps on their phones.
I'm not too happy with this solution. Not extremely bad, but technically, both password and the second factor are stored in the same place, which makes this similar in security to just using a long, random password with a password manager.
Ask whether people are happy using the generator app on their phone, and provide phones to anyone who isn't comfortable with using their own device for that.
Unless you are particularly lucky, you'll probably find that two or three apps end up being needed because some websites want their own authenticator app instead of the more common TOTP ones.