Let\'s say we have a User, Wallet REST microservices and an API gateway that glues things together. When Bob registers on our website, our API gateway needs to create a user
IMHO one of the key aspects of microservices architecture is that the transaction is confined to the individual microservice (Single responsibility principle).
In the current example, the User creation would be an own transaction. User creation would push a USER_CREATED event into an event queue. Wallet service would subscribe to the USER_CREATED event and do the Wallet creation.