This is easy.
In the Xbox app on PC, scroll down to "All Games" and then "Show all".
On your left there will now be a "Capabilities" filter. Choose "Xbox Live". Now you'll only see games with Xbox Live/Achievements support.
There's 120 in total. I'm sure it'll be mandatory when it leaves beta, most of the new additions seem to have Xbox Live and Achievements now.
thanks guysXbox app is not very accurate, some games with achievements didn't show up last time I checked. I use this : https://www.trueachievements.com/xbox-game-pass-pc/games