It definitely works in bun just fine. I have a production built mcp server with auth running under bun.

Now if you convert the request / response types to native bun server, it can be finicky.

But it works fine using express under bun with the official protocol implementation for typescript.

Actually writing a book about this too and will be using bun for it https://leanpub.com/creatingmcpserverswithoauth