You don’t do the non OA visa in Thailand, you do the non O visa when in Thailand. To apply non O in Thailand is much more simple than apply non OA in your home country.
When you enter Thailand with your Canadian passport, you will get a stamp to stay 60 days under visa exemption scheme. You then open an account with a Thai Bank, remit 800,000 baht to your Thai account. Go to immigration to apply for a non O retirement visa, which is initially a 90 days visa when granted, then before this visa expires, go to extend it for 1 year. Thereafter, extend it every year for another year.