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     pam_tid.so #<= this line
auth       sufficient     pam_smartcard.so
auth       required       pam_opendirectory.so
account    required       pam_permit.so
password   required       pam_deny.so
session    required       pam_permit.so

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.