My results: (32bit CM4 system)
uname -a
Linux b2qt-raspberrypi4 5.15.56-rt56-v7l #1 SMP PREEMPT_RT Fri Jul 22 13:23:23 UTC 2022 armv7l GNU/Linux

I create linux-raspberrypi_5.15.bbappend and add
SRC_URI += " \
           file://patch-5.15.86-rt56.patch \
           file://rt.cfg \
           "
in rt.cfg I put
CONFIG_PREEMPT_RT=y

with new line at the end.