Ironically until fairly recently Nationwide required the little keypad authenticator thing, and everyone hated it!

I had one of those umpteen years ago with RBS. I hated it at the time too :)

However, I use a Yubikey as often as I can nowadays and authenticator apps too where possible.

I'd like the option to use one but I can't :(

I thought they still did for website flow at least. Bizarrely we seem to think that phone apps are infinitely secure and don't need the extra step because biometrics?