The latest iOS release 15.4 has a few new features to offer, including the ability to use FaceID while wearing a mask. Also new is the function to import the Covid vaccination certificate (for EU citizens) into the iPhone Wallet and the Health app.
To accomplish this, you don’t have to do anything other than scan the QR code you received after getting vaccinated – that’s it. After that, you can find the proof in both Health and Wallet.