The one thing that I would add is this: when someone converts to the Catholic Church and inquire about becoming a priest or being ordained, they are usually asked to wait three years. I would apply the same to joining a group like Opus Dei. Not that they are bad, just give yourself time to settle in.
This makes sense, and is the same advice I got from a friend when I was in the process of conversion. There is so much to learn, expeireince, and absorb in just Catholicism itself and the first year or two might be best spent discovering the faith and findng your niche in your local parish and in “regular” Catholicism. Gettiing involved in another group isn’t a bad thing but it could end up overshadowing and distracting you from that.
That said, I have a ton of respect for Opus Dei and the writings of St. Josemaria Escriva were instrumental in my journey to the faith and in building my faith and life since becoming Catholic. If I lived in an area with more of an Opus Dei presence, I would look into joining in a year or two (only waiting because I’m still a pretty new Catholic myself and feel like I’m still working on the basics). You could still read “The Way” and other writings by their founder and incorporate pracitces like waking early and on time, making a Morning Offering, daily mental prayer, spiritual reading, rosary, etc, daily Mass if/when possible, visits to the Blessed Sacrament, an examination of conscience at bedtime, and
frequent Confession. Any/all of those are beneficial and could give you an idea as to if that sort of spirituality is a good fit for you and give you insight on how to fit it into your plan of life.
Opus Dei is simular to the 3rd orders that you asked about in some ways, but I will let a person with more knowlegde or expereince than me explain the difference between a Third Order, Personal Prelature, and Oblate because I don’t really grasp it yet. One main difference I do see is that Opus Dei is mostly laity, with only a small percentage od clergy, while Thrid Orders seems to be smaller groups of laity attached to or supporting (not sure of the right word) a larger group of Religious (monks, nuns, & priests).
As far as corporal mortification, Opus Dei is far from the only group to practice or allow it and it doesn’t seem to be required of all, especially not to the extremes you hear about in the lives of some saints. The more common advice for mortifications that I’ve heard of are things like getting up when the alarm rings instead of sleeping in, skipping salt on food or sugar in your coffee, being cheerful even when you are stressed or upset, and things like that. More strenuous would be things like sleeping on the floor or without a pillow. The use of other types of corporal mortifcation is allowed but everything I’ve seen stresses that it not be taken to extremes and performed with the guidance and permission of a good spiritual director.