At the very least, I would recommend you cover the directories seen in
a) a branded search for the company name and
b) a search for the primary industry keywords
Using Barbara Oliver Jewelry that we always see as an example, when I search "Barbara Oliver Jewelry Williamsville NY," the 3rd party sites on the first couple pages of Google are Facebook, Yelp, Wedding Wire, YouTube, Mapquest, BBB, Groupon, Manta, The Knot, Foursquare, Yellowpages, etc
When I search "jewelry stores in Williamsville NY," the first couple pages show "best" lists from Yelp, Yellowpages, BBB, Manta, Angie's List, Mapquest, Facebook
So I would recommend, again bare minimum, to cover these citations as places you should be. Then use resources like this to build more. This way, the critical business information is correct in the places that potential customers might come across it.
any ongoing quick wins earning links in 2019 without writing content etc.
Years ago you could build out a few hundred and rank nicely. These days other local factors are taking precedent over citations.
Citations are still one of the first things we do but they are very commoditized now. Maybe the difference is everyone has them, who knows.
We still build 1k+ citations a week.
I think it's fair to possible conjecture that over the last 5-10 years they have lost effectiveness on some level. I'll give you that. It's just hard to say that it has been a huge loss or relatively low loss. Like you said, it could also be everyone has them now.
The bottom line and consensus is that you need a solid foundation of the top 30 local directories and a handful of niche citations. After that, move on.