I'm assuming that the other user's suggestion is based on the mechanical pencil's metal body/casing making good contact with its' lead.
A "leadholder" from a drafting supply store would be ideal.
For a paint brush to work, wouldn't you have to insert the wire from the circuit into the bristle hairs which themselves would need to be thoroughly wet in order for the current to conduct?
If the brush has a metal ferrule, you just need to connect to that. You would need to wet the brush with a conductive liquid. A touch of salt in the water should do it.