How about starting a company, and than have that company sponsors your H1B? There would be some grey -ish part during the transition from the old H1B (of the old company) to the new one, and I think you would need a co-founder/ investor such that you can't have control of the company (ie. less than 50%). Would it be feasible to do it that way?
This is very, very difficult to pull off. You not only need to prove that your company has the financial standing to reliably and consistently pay you a full-time salary (which, for most startups, isn't always possible), but you also cannot have any controlling interest in the company. This means two things: either own less than 50% of it, or have a board of directors that has the power to fire you.