Apple provides a number of requirements for using a safety key with Apple ID

Apple needs two FIDO Certified security keys in order to utilise the new feature, preventing that from happening and giving you a backup. YubiKey’s NFC, USB-C, and Lightning keys as well as the Feitan ePass K9 key is among the most practical keys, however, any FIDO Certified key with the correct port should function. Apple states that USB-C keys should operate with an iPhone via a USB-C to Lightning adaptor, whereas NFC keys will only work on the iPhone.