Also push out. Really hard, like you're on the toilet and your body isn't cooperating. Since you're pressing the toy in the pressure won't be on your anus/rectum as much, but it will help your anus open up.
Not sure if this increases your hemorrhoid risk. While you are bearing down a lot, you're also pushing something up to counteract the force, so it might not increase the risk the way it does when you're bearing down with no support.