This script will connect to office 365 and pull a detailed report indicating MFA status on a per user basis.  The script will need to be ran twice to get a full list.

GetMFAStatus.ps1

Download the above script and run the following commands, it will generate two reports, MFA enabled users and MFA disabled users.

.\GetMFAStatus.ps1 -licenseduseronly -enabledonly

and

.\GetMFAStatus.ps1 -licenseduseronly -enforcedonly

and

.\GetMFAStatus.ps1 -licenseduseronly -disabledonly

Other available switches are as follows.

-EnforcedOnly

-ConditionalAccessOnly

-AdminOnly