This is a good question. FRBs pose a lot of challenges for follow up because most of them are not observed to repeat (this doesn't mean they don't repeat, just that they haven't been seen to). So you see them for a few seconds and then they're gone. To follow up, you need to know where exactly to look, and most of the instruments like CHIME used to discover FRBs don't have the resolution to see exactly where on the sky it was. You can maybe pin point it to within 1/4 degree, but need more like 1000th degree resolution to meaningfully follow up in other wavebands.

The most useful follow up has been for repeating FRBs. What happens there is that the discovery telescope tells you were it is roughly, and you know it repeats, so you can point a high resolution radio telescope (something like https://www.evlbi.org) to get a more precise location and then you can follow up with other telescopes.

One thing telescopes like CHIME are trying to do in the near future is to build their own long baseline station to give much higher resolution, such that they can get localisation on bursts which don't repeat, and do better follow up.