For SCIENCE!, I took one for the team and attempted this method using a Q-Tip, which is $118 cheaper than the metal device that master_mind has bought. (I assume a finger would work as well, but let's not go there.)
With only the tip of the Q-Tip inserted the contractions of each kegel felt much stronger. The Q-Tip moved back and forth from both kegels and reverse kegels so it was obviously working. The only downsides to this is that it'd be difficult adding more
weight, plus you have a Q-Tip up your rear end.
PE itself is a very silly thing but this is perhaps the most ridiculous thing I've ever done and I'm sure this post will be quoted on the internet somewhere for those who mock other people. YOU'RE WELCOME, INTERNET.