Okta - Yubikey PIN (Change or Reset)
Install YubiKey Manager from https://www.yubico.com/support/download/yubikey-manager/
Insert the YubiKey then open YubiKey Manager, click Applications > FIDO2
On Windows and getting "Failed connecting to the YubiKey" message?
Then close the app, right click YubiKey Manager and choose Run as Administrator
Update the PIN then click Change PIN
Read the prompt, Yes
Make sure to follow the steps in Okta - Set Up Multiple Devices (Security Methods Management) to remove the old Security Method of the YubiKey before you add it again.