In a cold conversation, anal play sounds painful and embarrassing. But when warmed up - its a different story.

You cannot do anal play if a sub has expressly said it is one of their limits.

But try this: Get the sub in a kneeling position. Stroking the genitals and apply lube. Then with a gloved finger - lube their rose. After a few minutes it will feel ticklish and good. (If the sub's hips are moving - they are turned on.) Then position your finger in the center and ASK, not order, the sub to push back. Dont let them fully impale themselves but then make them pull forward. Back/forth/back/forth. This way they are in control and can stop when they reach that spot that hurts.

Limit yourself to 1 finger the first time or two. Eventually you can order them to relax and move up to 2 fingers.

Once this becomes part of your normal scenes (or weekend play), then you can introduce some plugs.