Laying on a bed doing kegels never did anything for me. But I had a major breakthrough over the weekend and it was incredible. Here's what I did differently:
Don't lube up the aneros. Inject a LOT of lube into your butt, maybe 2-3x as much as you think would be a reasonable amount. Then make sure the outside of your butt / anus is dry. Next, slowly work the aneros in dry. With the extra lube inside it will move very freely, and you'll be able to have much more control over it's movement because it's not slippery when you do kegels.
Next, I just forgot about it, went about my business. After about 30-45 minutes of doing chores around the house I almost couldn't feel it. About 30 minutes after that something different started happening. I started getting an intense tickling feeling from my p-spot, very different than the feeling of just pressing on or rubbing my prostate.
That's when the magic started to happen, this tickling would get stronger and stronger until it was unbearable and dry orgasm after orgasm would happen. Anytime I sucked in my stomach, tightened my abs and worked my PC muscles I would have an intense orgasm. I found that sometimes standing with one foot on top of another cause orgasms almost immediately once I reached this point.
It's been two days since then and everything is more sensitive, even having regular PIV sex without the aneros is WAY better than before.