Secure authenticator app installation for Mac

A website I'v used for years in now asking that I use an authenticator app to be able to login to their website.

It tells me to go to the Mac App Store and install one of the authenticator apps.

This worries me, in online reviews many of these apps have been accused of poor security due to "security incidents"

How do I install a reliable secure app?

[Re-Titled by Moderator]