It's actually very easy on linux now: You just use the two -sk key types released in Feb 2020 https://www.openssh.com/txt/release-8.2
`ssh-keygen -t ed25516-sk` or `ecdsa-sk` and then you touch your yubikey when unlocking the key, the same time as you would type a password.
Question for anyone else reading: Does it make sense to use a password with -sk keys? I don't think it would make a difference either way.