If you don't want to, or can't implemented pushed MFA, another option is to enable certificate authentication as a second factor (or indeed third factor since it works with pushed MFA as well). To do that, you'd need a local Certificate Authority (which your Domain Controller can serve as), then generate a self-signed root cert, which you'd upload to the MX. It doesn't need to be from a commercial or otherwise publicly trusted, so long as you trust your own organization to serve as a secure root for a chain of trust. From there, you can then just start using that CA to sign certs, and install those onto your client hardware to serve as a means of authenticating your client devices to the MX. It's a bit more work, but I would also highly suggest you find a way to provide certs with unique Subjects/SANs to each of your client devices, that way you're not having to reissue a new one any time you need to terminate someone's VPN access.
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