The sandbox servers do support anonymous users. To access the anonymous user part simply remove the /openid/login request handler from the url to go to the anonymous. You might also need to signout of mendix home. To create other users you can simply great local users in the user admin section. So login with your mendix id on the request handler /openid/login. Then you can go to user administration and create local users. Logout and have a page that is accessible by anonymous to login to.
You can create an user entity by microflow. This will be a local named user. You can take a look at the administration module where users are created to see the logic what is needed.
I solved this with the deeplink module. In the creation of the reservation you probably have an email adres. Now when the user want to change it make a form where he can enter his email adres. You then create a deeplink url that you send to the user. With this the person enters the application again and can change his reservation. This way you never have to create accounts. You only have to create a process that deeplinks are only valid for a small amount of time and then get deleted.
Thanks I think that Ronald's answer best covers my needs. I'll use that one to proceed.