Since upgrading to the new 15" MacBook Pro I've played about with so many features of the touch bar. But one that saves me the most time using my finger to sudo.

The good news is that it's natively supported you just need to enable it via the PAM module.

Edit sudo nano /etc/pam.d/sudo

# sudo: auth account password session
auth       sufficient #<= this line
auth       sufficient
auth       required
account    required
password   required
session    required

It will make TouchID the default authentication method but will fallback to other if needed, make sure its top of the file as they go in order.

If you are one the great wizards that use iTerm2, you will need to modify the following. Preferences > Advanced > Allow sessions to survive logging out and back in.

One you have done this it will work just fine.