The KEY-ID FIDO U2F security keys are a nice alternative to YubiKey 4 Nano because they cost only $12 instead of $50. However they include a green LED that is always enabled which makes it unsuitable for a permanent installation. In this video I explain how to open the device and remove the LED.
Here is a great overview of the most popular FIDO U2F security keys. And this blog post has useful technical insight into the Key-ID key.