Many South African winter-rainfall bulbs are more available than is Thelymitra. They have very similar temperature and light requirements. Consider practicing with these for a year or so first.
A good source for species bulbs is
Telos Rare Bulbs. I suggest starting with genera Albuca, Ferraria, Gladiolus, Ixia, Lachenalia, Moraea, Oxalis or Romulea. Most of these are small. I grow many of them outside in 20 ounce foam cups, for insulation in spring when it starts warming up. These cups are 6" tall and 3" / 7.5cm wide. The genera I don't mention are either harder to grow or can be quite large plants. Note that most of the ones I mentioned aren't dormant yet, and won't be shipped until summer, for growing next fall.