I created a similar thread, awhile ago here about what is the softest and most luxurious brush and the overall recommendations from the board appeared to be either the Savile Row 3824 or a Shavemac Silvertip or finest. I too have sensitive skin and as you mentioned face lathering, I have found that it is impossible for me to do this everyday without some irritation. So a cheap thing to try is definitely bowl lathering or palm lathering to help the problem in the interim.
I think what I'm saying, is that sometimes, stuff happens, someone has to deal with it, and who ya gonna call? — Peter Venkman, Ghostbusters 2 (so true)