One limiting factor for the resolution on the MAX31865 is the internal ADC used to determine the resistance of the PT-RTD. The ADC has resolution of 15-bits, which creates a limit on the smallest change in resistance that can be measured. This value is inherent to the MAX31865 and cannot be changed.
Another factor is that the relationship between a resistance and temperature for an PT-RTD is not linear. The resolution of the resistance is going to remain constant due to the ADC resolution, but the resolution of the temperature may vary slightly because of the non-linear relationship. This means that you may not see a consistent temperature resolution of 0.03125°C across the entire temperature range.