Welcome, @SBart.5, to the community!
Electrolytic capacitors are usually preferred at this point for price reasons. Using MLCC instead should not be a problem, but MLCC, especially when connected in parallel, usually have a much lower ESR than electrolytic capacitors, which can lead to large peak currents when switching on and possibly exceed the KNX limits. If necessary, this can be achieved by adding a series resistor.
Does it answer your question?
Regards,
/Peter
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