I tried this a year or two ago.... however, I ran into trouble purchasing stable coins on local exchanges due to rather low liquidity (apparently not too many Thais trading stables, at least not back then). I was looking to buy DAI or USDC and was only able to buy a few hundred to roughly 1000 per transaction. Turned out to be a major hassle so I gave up.
In the end, went the swift transfer route.