Our recommendation is Google Authenticator. See "How do I add 2FA into my account using Google Authenticator?" for step-by-step setup instructions.
If you already have a different authenticator app, that's fine to use — just make sure it isn't syncing your codes to an account tied to your email address. Your email receives your Swan login codes, so if your 2FA codes also live in a cloud account your email can unlock (for example, the Google Account behind your Gmail), a single email compromise hands an attacker both factors. Keep your codes on your device and back them up offline instead: write down the setup key or keep a printed copy of the QR code somewhere safe.
We are not able to support the 2FA app Duo — it is not calibrated correctly with our 2FA.