The chemicals being collected, Adrenaline, Dopamine, and Oxytocin, are released when the body is in extreme pain. But like Sam suggested, they're also released during sex and orgasm. So instead of torturing themselves, the members of the group could've just had sex with each other or simply masturbated to fill up the vials.
Taylor Sheridan's directorial debut. However, he does not consider it to be his feature debut as he did it as a favor to writer and producer Eric Jay Beck.