do you mean biofeedback doesn't have much evidence? 'Cause it sure does
Hmm.. of course biofeedback, or neurofeedback as it's now more often called, has been used for a long time. But there aren't that many studies on it, and those that I see are small and calling for clearer research.
However a study from 2010 (hard finding recent ones, as I say) says it is or was being used quite a bit in the US? (38% of adults 12% of kids). But here in Germany it doesn't seem to be taken particularly seriously, e.g. recommended and taught. People aren't getting gadgets to measure e.g. skin conductibility or getting EEG training.
I've read articles about people learning to steer e.g. a virtual aeroplane with 'brain power' to get things like ADHD under better control and there are studies that show that it works a bit, but none of the people with ADHD I know have ever been able to try it. I've also read about controlling seizures with it and tried that myself, however I find that stressful and it almost always just results in the seizure coming up later anyway. I was never suggested to try this by any of my (many) neurologists. I would have had it been offered.
What I
can do is get my blood pressure and heartbeat down - thru autogenic training. Once I had to wait for hours for a heart exam because my pulse was too high, but I didn't realize what the problem was, they didn't tell me, they just kept saying we have to wait, then gave me some meds, which didn't work, then when I realized I did an intense relaxation and got it down inside of 5 minutes.
Or in a wake-up room after endoscopy I was on a heart machine and could see my heartbeat at about 56 and made it go down to under 50 for fun, which annoyed the nurse who came running. (But they'd annoyed me before

by not covering me up so I got a really bad sore throat).
So these were gadgets with which I could prove that I can do that.
And I can get some of my anxiety and pain down a bit with relaxation. And these are from what I've read the main reasons for neurofeedback: for getting a feeling for your body back, and thus being able to relax better.
So what I mean is that it'd be quicker and cheaper to try the relaxation types first without having to pay for an EEG or other gadgets - that's what I mean by 'complicated'.
Of course an oximeter is simple & quick & cheap & uncomplicated and if necessary I definitely would take that.
I can use my blood pressure meter for "training", if I'd feel the need. Or just put on a Yoga Nidra audio and I know my pulse is down inside of minutes....

Relaxation methods and cognitive behavioural therapy (CBT) have quite a lot of hard medical evidence for fibromyalgia. And of course neurofeedback is associated - it is relaxation and it is behavioural therapy.