I've come across it when I was writing the first version of my female masturbation site (informational, in Polish). A woman, highly knowledgeable about BDSM and kink play described her exploits. She used a glass thermometer. If the thing didn't sound painful enough for me, then the tons of disclaimers she put up would still dissuade me. I decided against mentioning urethral play on my site as it could lead some poor teenager to foolish and dangerous experimentation. You can cause a lot of damage if you don't know exactly what you're doing.

I've had a really small object inside my urethra, but it was only a couple of millimeters in (less than 1/4"). It sort of stung and wasn't erotic in any way.

If I got together with a person who would want me to be a top in this kind of activity I would need tons of reassurance and guidance to get the guts to try it. Real, face-to-face mentoring - not books or articles on the web. Too scared of hurting the other person.

As of today I wouldn't bottom in this kind of activity. Not even if the other person offered to fulfill my every kink in return.