When the whole concept of SFPs came about, the concept was that they would be universally compatible. However reality is that some work and some do not. This is not at all unique to Mikrotik. Simple answer it to buy the SFPs that the device manufacturer recommends. They have tested them and know what works. Granted that they have not tested every possible device (nor is it reasonable to expect that they will), but they will know if the devices that they tested will work with whatever product.
Personally I have some 3rd part SFPs that work in some things and not others. I also have SFPs that work in my HP switches,but not my Mikrotik switches - and vice versa.
RB750Gr3, RB750r2, CRS326-24G-2S (in SwitchOS), CSS326-24G-2S, CSS106-5G-1S, RB260GS
Not sure if I beat them in submission, or they beat me into submission
Warning: I know enough to be dangerous...