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IS31FL3731
6028 common anode LEDs then.
For the controller the IS31FL3731 is the most common choice.
The LEDs get connected to the RGB controller in a charlieplexed matrix.
That way you can drive a lot of LEDs without using too many pins on the MCU.
SoC LEDs that have a controller chip integrated into each LED like the WS2812B are unfortunately not really usable for per-key lighting since they draw too much power.
They are only recommended for use with backlighting where you only have 10-12 LEDs in total.
This of course doesn't really apply if are only designing a very small macropad PCB that will only have a few LEDs in total anyways.
In that case you could use SoC LEDs like the SK6812 Mini-E.
They are compatible with the WS2812 data protocol.