Think you also may need a police clearance certificate from the Metropolitan Police as well. This may take 6 weeks. Can be from anywhere in the greater London area. I used Feltham as it is on the outskirts and not busy. Personally I'd go for the non-O as future extensions don't require health insurance.
If you have a certified certificate you need to get this translated to Thai, take it to the local MFA office for an approval stamp, then off to your local Amphur who will issue you with the Korror22 as mentioned above, then off to immigration with all the other stuff, photos, map etc to get the First 30 day stamp as above. Just did it recently.