> Can you dd one Yubikey to another?

If you're referring to the Unix tool "dd" the answer is unambiguously no; zen_1 misunderstood you.

No data comes out of the Yubikey except answers to the cryptographic queries. There's no storage to dd.

The only way to clone secrets is to grab them before they go in and save them elsewhere. That's what we mean by "time of setup" or "time of programming" is when putting a new secret in, not like initial setup of the device.