Hi @Max Mägele
Thank you for post!
As I understand you want to have end users to register FIDO2 security key as sign in method without the need to install Microsoft Authenticator app.
As far I know, its not possible, You must register first Authenticator app and then FIDO2, but the authenticator couldn´t be removed as it is a backup method. But you could use authentication strength to enforce FIDO2 - https://learn.microsoft.com/en-us/entra/identity/authentication/concept-authentication-strengths
Same has been documented under requirements section - https://learn.microsoft.com/en-us/entra/identity/authentication/how-to-enable-passkey-fido2
However, I have found a document where you can use Entra ID Temporary Access Pass (TAP) to onboard the user. Using this method, TAP will satisfy the MFA requirement. Users can use TAP to register password less methods such as Windows Hello, FIDO2 keys, and Microsoft Authenticator App. Could you please try this as per the below document and see you can achieve your task if you are unable to achieve you must register first Authenticator app.
Onboard FIDO2 keys using Temporary Access Pass in Entra ID
Hope this helps. Do let us know if you any further queries by responding in the comments section.
Thanks,
Akhilesh.
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