How to switch from SMS verification to Authenticator App verification:
From there, a popup will appear that will instruct you how to download an authenticator app and generate a verification code:
Download Google Authenticator or Twilio's Authy app as your 2FA app (see below for links)
Scan the QR code with your app.
Enter and verify the authentication code generated by the app
Now that you have your app-based authentication set up, you will receive your authentication codes via the authentication app, rather than via text.