The real problem isn't even Firefox's lack of support. There's an addon you can install that implements it but literally every website seems to do a useragent check, so it doesn't work anyway :-(
Ah, thats why that damned thing wont work! Thanks.
Fido U2F support is currently in development by Mozilla for Firefox. See the last post of that bug, or look for the U2F discussions on the Firefox mailing lists if you want to find out more about the current status.