Wallet app is still impossible to get working, but there’s been some development recently: https://github.com/microg/GmsCore/issues/361

Some other apps are often willing to accept my current setup (Lineage for microG [0], plus Magisk, if you don’t need root – Magisk Hide does some magic I don’t really understand, but even without Play Integrity passing, apps just start working).

With more tweaks, you might be able to get Play Integrity to work to some extent, but it’s hit or miss. I’ve just stopped using apps that demand it.

[0]: https://lineage.microg.org/