P2P marketplaces too expensive? Which have you tried? I actually get significantly better rates from Localbitcoins when I'm patient, and the KYC there isn't too strict compared to some exchanges when it comes to smaller levels of monthly trades, which you might fit into. Or try Bisq and never KYC, set your own rates.

Personally, I've KYC'd at LBC, I trust them (not a good reason to KYC of course) and at another exchange since it's more convenient for urgent exchanges.