In case of one time passwords you can ignore the proprietary app and use your favourite authenticator to generate an otp password.

If the site or app poses no choice, just say that you want to use their "Proprietary Authenticator" and you just continue with your own password manager.

It works for me with 1password. As a sanity check too see if it works; you always have to use a first OTP to activate the multifactor authentication.