I really like how the TOTP Yubi Authenticator app works. Just saves my secret to the Yubikey and I can save that secret to multiple keys. Then put a printed copy of the QR-Code in the vault in case I get hit by a bus.
This covers destruction of phone, destruction of office, destruction of Yubikey, destruction of me.
I would like to use U2F, but some companies (looking at you AWS team) only allow 1 MFA method period. And that just doesn't work.