I was thinking of using a desktop wallet to generate a signed psbt that would get scanned via qr code to one's phone before getting signed and broadcast there.

I haven't seen any articles about trying to use yubikeys to make ECDSA secp256k1 signatures from this year but it seems possible with some manual intervention (see the comment in the 1st link). Here are some of the newer articles I found from google:

https://www.reddit.com/r/yubikey/comments/rxz71h/since_yubikey_52_support_ec_secp256k1_couldnt_it/ (2022)

https://www.reddit.com/r/yubikey/comments/yqc6pu/yubikey_support_for_secp256k1/ (2022)

I only see EC algorithms in the context of OpenPGP ;( https://docs.yubico.com/hardware/yubikey/yk-tech-manual/yk5-apps.html#elliptic-curve-cryptographic-ecc-algorithms