Pretty sure they're relay.
Most ESD guns I've seen/used make an obvious relay click when cycling.
EFT isn't really practical to do mechanically, even with a fast bouncing contact (i.e., to implement the older 1kHz PRF). Pretty sure they're using hydrogen thyratrons, or the newer ones perhaps FET stacks.
Don't expect it to be cheap. You're asking for test equipment, after all!
If you want it cheap, just do air discharge. Or do it completely uncal with a piezo generator.
Consistency isn't so soooo important for pre-cert. The main advantage is being able to identify problems that occur infrequently at a certain threshold, and which are masked by problems at higher levels. For example, say you find a comm interface that sometimes drops out at 8kV (contact), but at 10 or 12kV you knock out the power supply instead: separate problem, and you can't simply turn up the level to better analyze the one failure mode.
Tim