You need a filler, or a small cabinet against the wall, and against the MW cabinet so the door doesn't bang into the handle of the MW (if it's one that protrudes) The size of the enclosure should be close to the size of the fridge itself. I use a 36" or 37" W cabinet above a fridge. It depends on the model of refrigerator and the depth of the wall how much filler you will need against the wall in order to open the door fully. A better choice might be to switch the MW cabinet and fridge, and then use a panel for the side of the fridge.

Is it against a full wall, or just a stub wall that ends basically at the front of the fridge?

Even "cabinet depth" fridges sit with the doors protruding in front of the counters. So when you open the doors, you are clear of the cabinets on either side. However, if there's another appliance to one side, the handle of that may stick out further than the cabinets. Or, if there's a wall there that doesn't end in time for the door to get around it, then you're going to have issues and you'll need fillers to allow space.

This totally depends on the specific refrigerator. I just went through this a couple of days ago. I was leaning towards a (less expensive) cabinet depth rerigerator vs. a pricey integrated/built in Subzero. I ended up finding a used Subzero on craigslist.

The fridge is 35.75" and the cabinet opening is 36". As it was going in and I was visualizing being able to open both the refrigerator door and the cabinets on both sides, I got really irritated thinking the cabinet designer should have accounted for an inch filler on each side.

But amazingly it fit perfectly and everything opens as it should. But I don't know that a different (non built in) would have worked.