40dB PSRR would put you at about 1% inaccuracy contribution
for supply voltage. PSRR contribution needs to be a relatively
small part of total accuracy expectation. You have an error
budget (whether you are working to one overtly, or waiting
to be surprised). P, V, T, load, on-chip I*R and charge pumping
and leakage effects all play.
Now, you can relieve the op amp PSRR requirement by putting
it and the bandgap core underneath an internal LDO regulator.
This need not be a great regulator, only decently line-rejecting
(especially useful if you are looking for high frequency PSRR,
where you can't depend on your low bandwidth op amp's
loop gain to take out incoming ripple - a dumb simple source
follower hanging off a reference stack with a lot of gate
decoupling can do wonders for that).