Looks like you could set it up with a burner or a code display and buy and configure a chip for reasonably cheap. You could keep the code display as backup and use the chip for day-to-day.

I’m not sure how much hassle that would be, or how secure it would be. Based on the alternatives, I’m guessing the app is some sort of TOTP code gen based off a certificate issued to you by the gov’t?

Device pricing:

https://www.mitid.dk/en-gb/help/help-universe/prices/