Unfortunately, I haven't yet been able to afford springing for packing underwear, and the idea of ponying up money for a couple elastic straps that, had I the willingness to invest the time for it, could easily be sewn together. Hell, I think I've got some spare elastic from my last chance encounter with cosplaying just in the other room.
But I'd be a lot more comfortable with packing underwear, I believe, especially since all my run-ins with packing so far have been with either socks or a Mr. Bendy (which I don't think is available at EF? I'll have to check sometime). And for all of those, I've really just tucked it into whatever underwear I already owned, snaking it in that in-between pocket, maybe safety-pining it shut when ABSOLUTELY necessary (which was rare). Having a separate strap, or fancy underwear for it, until you take the jump for a more refined packer, would just seem a waste to me.