Is it possible to AirPlay from Mac to iPhone? I'm working on a native macOS app. I need to test some multi-monitor issues. When I'm at home I use AirPlay to my TV to test multi-monitor issues. But, when I'm at a cafe or co-working space if I could AirPlay to my iPhone then I could continue to work on multi-monitor issues.

I suspect people might suggest Air Display but I'm not sure it lets me display to iPhone and reviews are very poor.

Ideally I'd just like "AirPlay to iPhone" to show up as an option on my Mac.
No, iOS on the iPhone does not natively support receiving an AirPlay display mirroring connection.

You can use third party iOS apps that employ other types of protocols with accompanying macOS apps that allow you to share the contents of windows from the macOS computer to the iOS device. AirDisplay, that you mentioned, is an example of this.

It is however not native AirPlay and thus has different characteristics. In general, I think it is fair to say that it is a clunkier experience.