Is there something I can do besides a facial hair transplant or rubbing rogaine on my face every night?

Transgender females to males take testosterone, but I have performed
beard transplants on several FTM transgender patients with success.
Similarly, I regularly - on average once or twice weekly - perform beard
transplants on men seeking thicker beards.

Some men just have very little facial hair based on their genetics.  The two treatments you mentioned really are the best options.  Rogaine used on a consistent basis can be a good starting point, but you would need to use it every day for at least 6-12 months before giving up.  
Hair transplantation to the beard can work really well to thicken facial hair and is essentially a permanent solution.
All the best,

Don't be envious of your female friend who has a beard. That is probably hormone therapy or even a hair transplant. Did you ask?Facial hair is a genetic trait that you inherited from your parents. It is a secondary male characteristic trait that shows with the onset of puberty. You can't grow more facial hair with medications or supplements. The only way to add more facial hair is a hair transplant surgery.