Yes you have to open business and then do work permit. My friends used to have Phuket wellness center to do feldenkrais, pilates and yoga. Not aware of any temporary visa unless you do it in conjunction with an existing company or hotel
I think OA is good way to start i have seen lots of people give up after the first year of living in Thailand. So its something I would recomend. If they truly then want to carry on can open bank account etc whilst on OA and then get an O visa. So you have insurance for 18 months thats not a bad thing when your new to the country and the delights of bugs and driving.