Hi Joy, nope didn't wear any bra beneath during the shoot, coz the padding were quite thick, imagine padding + bra = super uncomfortable. I'm small size, but it seems alright with the padding inside the gowns.
And yes, some brides wear Nu bra underneath coz they feel "naked" (nipple tapes are fine too). Maybe for the bulky looking gowns, you can still try to wear the Nu bra underneath, which i would think more feasible during the indoor photoshoots when you have more time to change.