> I wonder if there is a way to use an iPhone or Android as a Yubikey. Oops, I mean Fido device. Anyone have an idea of how to do that? It seems like getting this to run on an Android would be significantly more functional (no extra device) and cheaper.

Krypt.co. It's been bought and turned into a commercial service but their free platform continues to work without issue. Obviously you shouldn't use this as your own way to authenticate and newer standards aren't supported, but I use it every day for my self hosted services (put everything behind Apache OIDC + Keycloak so I don't even need to set a separate password on my self hosted stuff anymore!)