It’s worth knowing that krypton (https://krypt.co) can make your smartphone act as a U2F or Fido2 (as well as SSH and PGP) device. You can use this instead of a Yubikey, as a backup, or just to inexpensively play with the concept and test out your backup protocols.

Also, some cryptocurrency wallets, like Trezor and the Nano S, can do U2F. These can be effectively backed up to paper with 12 or 24 word seed phrases, and can serve as a good (if bulky) backup option.

Still, save your backup codes for each site you register.