Thanks for your question.
Simply, No. Don't delete MFA app. https://learn.microsoft.com/en-us/xandr/curate/troubleshooting-multi-factor-authentication-mfa?source=recommendations
To recover your accounts:
Yo need to contact the admins of the accounts in question for work or school accounts.
You will need to contact the support teams of those applications (e.g the game ones you specified) to assist you in resetting your credentials.
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Regards,
Abiola