I just got this working. In your plugin folder ( wp-content/plugins/oauth2-provider ) there is an “example.php”
The last example in that file is a filter to add first and last names to the response from /oauth/me. You need to copy this code into the functions.php file in your theme. (or use the “theme-customisations” plugin so you don’t have to fix your functions.php every time you upgrade your theme.)