How can I transfer from a Non-Imm B Visa with a Work Permit to a Retirement Visa O in Bangkok?

Slippery slope and you will stuck with agent for renewal every year

I've seen people before say that it's difficult / impossible to switch from one Non-Immigrant type visa to another inside the country.

I don't know your nationality, but you may qualify for visa exempt. If so, you could do something like this.

(This is assuming you are on a Non-B extension and not a Non-B visa)

Get documentation from your job saying when you will stop working.

Cancel your work permit ahead maybe 1 week ahead of time. They will date the cancellation to match the letter you have from your company.

Take the cancelled work permit and documentation and cancel your Non-B extension.

Leave and re-enter Thailand entering on a visa exempt.

Start the process to apply for your own Non-O based on retirement, which will require you to show proof that you have 800,000 in a Thai bank account in your name only, and proof that it was transferred into Thailand from overseas.