When you enrolled in Multi-Factor Authentication, you were able to set whether you wanted to receive a text message, a phone call, or another MFA option. You can update these options within your O365 account.
Login to Outlook online at https://www.outlook.com
Click on your initials or icon in the top-right of the window and choose View Account.
Under Security Info, click Update Info.
Use the links to Add/Change/Delete MFA options.