It's a legit piercing.
I have worked with numerous Pin Cushion type acts over the years, including Bill Fitch, the originator of such bits. But we are talking about having to know your body and how the anatomy works, where things are located, etc. It also requires a certain frame of mind in order to endure such a piercing. . . given my work with Gauntlet Enterprises in the 1980s I can assure you, there are a lot of people in our world that have endured a lot more in way of deep tissue piercing than what David was doing.
Yes, it's possible that someone has come up with something that replicates the real deal, but I'm doubting that someone can put out something so good that it can be X-rayed and proven as a penetration.
In the 80s, when I was doing my Punk Rock busking show I drove large needles through my nose, tongue, lip and ears. . . this was long before the piercing trends of today and so my demonstrations shocked folks. The secret however was that I had holes in those points - legit piercings that I would locate and use in the demo (with one exception; when I did a version of the Harry Anderson Needle thru Arm. Thing is, all the legit penetrations I did before this, created a false memory for the audience, who usually testified that the Needle thru Arm was every bit as deep and impossible as what DB does in his program.)
I do not recommend trying to do this on your own; find someone that knows the body & piercing methods and learn about sanitation in that an infection can result in amputation or worse.