The app I use (Eternity) has options for 15/30/60/etc mins. You can theoretically get notifications every second if you set up your own RSS reader to check that quickly (though be considerate of your instance’s resources). Before I settled on my current solution I had an RSS reader check every so often and ding a desktop notification when it found something. I use 30 minutes because if I’m using Lemmy I’ll see the notification alert anyway, and if I’m away from Lemmy I don’t want to be notified potentially every 15 minutes when people keep replying.
I use FreshRSS on desktop (web client from my self-hosted instance), and Readrops on Android (synced to my FreshRSS). For Lemmy notifications specifically you’ll likely want a dedicated client that is noisy. I was using Brief for this task temporarily, with only one RSS feed loaded and having it set to delete all but the latest message.