@Frank-Steven **********
I don't know how it works with Myanmar.
But I tried at the cambodian border Cham Yeam.
I "checked out" thai border. Walked to cambodia side and turned back without buying visa.
At the thai side they refused me entering saying I don't have an exit stamp from cambodia.
Maybe if the IO isn't paying attention it will work. It didn't work for me.
Believe me or not