Get a Yubikey and store all your OATH tokens on that, as well as your phone.
Easier said than done. Import restrictions on any cryptographic devices in the country I live. :( Russian government genuinely hates civil cryptography.
Last news I've heard, late this spring, some company had managed to negotiate and obtain the necessary certifications and permissions, but they're still setting warehouses and logistics.
Thought of getting an ATECC508A or alike Secure Element IC and make a DIY HSM, but had no luck either. An acquaintance why runs an electronic component retail business said he'll try but these are rare find here, and usually out of stock.
(I wonder if there's a way to buy a Yubikey or Nitrokey token, visiting EU as a tourist... Customs probably won't care checking what some USB stick in luggage is - everyone has flash drives.)
I'm not sure what sort of logic they use for screening. They'd probably let anything pass if it'd be declared as "USB flash drive" and shipped from China (tons of such stuff is bought on AliExpress every day) in a typical envelope, haha - but may well likely screen the parcel for less common cases.
 A counter-terrorism^W mass surveillance law had recently passed so they will have to start screening parcels in 2017, though - but that's another story.