I've used this method quite a bit, and have not yet had a cat object to a bit of saran wrap on the cat litter. They don't even seem to have noticed that it's there... Maybe I've been lucky...
I crumple the wrap quite a bit, and then put it over the litter very loosely, pushing it down a bit into the litter here and there. So, it ends up more like 'a litter tray with some wrap in it' rather than a 'wrap covered litter tray'...if that makes sense...
My cats have usually scratched at it a bit when they go into the tray, just like they would with the litter itself. When they pee though 'chances are' that some of that pee will catch in the creases of the wrap, and that is usually more than enough.
I do like the idea in your video of actually being able to pick up the pee in the wrap. That's quite ingenious! ...Although you'd have to hope that the cat hadn't clawed any holes in the film, otherwise when you pick it up you may get a tad damp, hehe!