Support for non-Microsoft Authenticator
We have implemented a full Office 365 solution but are finding the lack of authenticator support very disappointing.
We have for a long time been using Google's authenticator as well as Authy. Being forced to use your Authenticator is quite annoying and there needs to be an option to use 3rd party authenticators since your app simply is not up to code compared to other products out there.
Libby Brown [MSFT] commented
It is possible to use any Authenticator with AzureAD, for verification code (also known as one-time passcode or OTP.)
Or here, depending on which MFA registration experience your tenant is using: https://docs.microsoft.com/en-us/azure/active-directory/user-help/security-info-setup-auth-app