Sometimes improvising can provide some interesting insights. I saw the video above a while back. And a Reddit discussion around the same time talked about using a makeup brush. That didn’t work too well for me (in fact it was an utter failure)–maybe it’s a specialized brush.
I have also used one of those nylon “puffy” lather/exfoliate things with acceptable results (though I haven’t seen the facial versions in stores for a while). Of course there will be varying degrees of success with any of these alternatives. What DIY shaving brush alternatives have you tried?