Which wallets support double spending? i.e. cancelling a transaction with 0 confirmations by using higher fees
Replacing an unconfirmed transaction with another one isn't really double spending, as Chytrik mentioned.
Several of the older wallets do support dropping unconfirmed txs, freeing up the inputs another transaction. In my experience, Bitcoin Core and Electrum tend to be the best candidates for such actions.
Newer, more consumer facing wallets, such as Ledger Live generally tend to not expose such functionality in the name of simplicity.