I’ve been using Microsoft’s Authenticator App because not only does it support Azure Authentication (Office 365) but because it supports my Microsoft Account, Google account, and anyplace else that supports the OTP standard. Any site or service that supports RFC6238 is supported by MS Authenticator and I can scan a QR code (and in some cases enter a Secret Key instead of a QR code) to “provision” an account.
As my list of 2FA/multi factor authentication enabled assets grows, I had been thinking a lot about what would happen if I upgraded my iPhone or had a hardware failure and needed to replace it. Even restoring a new phone from an iPhone backup does not restore the accounts to MS Authenticator (and the same is true of other 2FA apps, although several offer their own export/import or backup/restore functions). And, while I do get push notifications to approve or deny access on my Apple Watch from MS Authenticator for my Office 365 account and my Microsoft Account, for other sites and services, since Microsoft does not (yet) offer a full fledged Apple Watch App, I need my phone when prompted to enter a code.