If you aren't aware, the link you gave is a re-imagining of a prelude by Bach. If that's the style you're going after, then go right to the source: to the music of Johann Sebastian Bach himself!
Thinking historically, composers like Bach thought much more in terms of counterpoint than in "chord progressions." Especially regarding Bach's music, this can often lead to some pretty gnarly dissonances—dissonances that young musicians often can't understand until they begin playing the music at tempo.
One exercise you might consider is to play with different chords above a given pedal. For instance, with C in the bass, try to create 3 or 4 chords that fit with that C in the bass. You'll want to vary how often you change the bass pitch (sometimes after just one measure, other times after three or four), but this would be a good exercise in mimicking part of this style.
Returning to the Bach piece I linked, we call this a "figuration prelude," because it uses a particular figuration—a motive, if you will—and plays it throughout the piece, but always slightly adapted to fit into the current harmony. Try creating your own figuration and playing it within the harmonic framework you devise.