One needs to call HMRC online helpdesk on 0300 200 3600
and they will first remove the existing telephone number and then one can register the new number on it by logging back on the website.
Another helpful post from ICAEW:
https://ion.icaew.com/taxfaculty/b/weblog/posts/selfassessmenttwostepverificationusingmobilephones
Nottinghill Accountants 