I have bought a FIDO-U2F/FIDO2 usb security token and managed to add it as passkey for github on my macOS (sonoma).
It didn't work for another site and I suspect that it's because the key doesn't have a PIN yet.
It is possible to set the key PIN with the fido2-token command provided with libfido2 that can be installed with brew on macOS.
But it requires a device name as argument and I don't know what device name to use. On linux we have to add a user device and the key seller gives the recipe to do so, but they don't provide any info for macOS.
Windows provide a GUI interface in the system parameters to set the key PIN, but I would prefer avoiding to use a Window machine to do this.
EDIT 1: Since I posted the question, I found out that you can see the connected usb devices by go into Apple icon > About This Mac > More Info > System Report > USB. The path might be slightly different in your version.
I do see the key listed there, as I did see it too with lsusb installed with brew, but it doesn't show the /dev I could use to talk to it.