How do I change the default '- Any -' option in views exposed filter?
Better Exposed Filters works for me well in my Drupal 8. The only thing what you have to do is follow this path.

Better Exposed Filters > Settings > More Options > Rewrite results.

Then you have to replace the any text using this format in Drupal 8. I think what you missed is this one. Replace using this token

- Any -|your replacement