Done this. It was NOT easy, but it WAS fun! Sexual exploration is a blast, and we were exploring what we could do one afternoon with our recently acquired XL Tunnel Butt Plug. Basically, this is a hollow plug, that once inserted leaves your rectum open, for you know, inserting other things or just taking a gander inside your partner!
I had never played with pee until I met my fiance. Neither of us is into piss play on our faces, but she has squatted over me and pissed on my cock while I was jacking off, and I have pissed in her while fucking, and as well while she was masturbating on the floor below me. This one time, I suggested it would be wild for her to piss in my open asshole, so we placed a waterproof play sheet on the floor, put a small bench in the middle and I laid on my back, Ass up high, legs supported on the bench as she squatted over the opening in the plug fully inserted inside my ass. It takes concentration to pee into someone this way! Finally, she let go and it felt like warm water. She had more than my ass could hold, and the rest ran down my back and chest. Trembling as I was stroking my cock, I held there for a bit, while she grabbed a butt plug. She slathered it with lube, and then slowly pulled the hollow plug out, losing about half of her pee, before slamming the butt plug in my ass locking her piss inside me.
It can be done. We have since done it other times, and find that the hollow plug opening makes for a rather small target to hit, so we have added a plastic funnel that fits inside the plug so she can really go at it. Either way, this is more mental than physical eroticism but well worth the effort so give it a try. Definitely would NOT stick a funnel in my ass...