For Android anyway its mixing entropy from a random number generator on the device with pseudo random number generation from the kernel to make an "entropy pool" The wallet reads from that pool to make a new key.

nostr:nprofile1qqsresqzc85f83ye7adcsm4n92wrc7a9030za6r6t9gplvgvtyvaywcf8xe3n they don't roll their own, they ask the operating system. secrandomcopybytes on ios, /dev/urandom on android, hashed down to 128 or 256 bits. bluewallet also lets you feed it your own dice rolls when you create the wallet, ...