Keep two or three, put one in a bank or a safe at home. That should be enough redundancy for most people. As long as you can still get in to revoke/enroll stuff you should be okay.

It’s not so much a problem as it is a balance of security, redundancy, and effort. You decide where you want to be on that balance of considerations.

Get 2 keys, keep one in a safe place. Add both to your important accounts.

Then also setup TOTP, so if you lose both keys and have a working cell phone with the app installed you can still login.

I have one at work/keep on my computer and one at home.

Some websites allow TOTP which is still safer than SMS, but if I lose one, I'll get another one while I use the 2nd.