Ok y'all! Shame is on me. The correct HTTP request is of course

PATCH https://graph.microsoft.com/v1.0/sites/{site-id}/lists/{list-id}/items/1/fields
Content-type: application/json

{
  "Flurst_x00fc_ckLookupId": 14
}

The "fields" in the URL was missing. But still, there were several examples explaining that

"Flurst_x00fc_ckId": 14

would work, but that is clearly not the case. You have to use

"Flurst_x00fc_ckLookupId": 14