To put this in a slightly different way, in the hopes of penetrating:
You can work in any country you like, IF you can get a work permit. Getting a work permit usually (certainly in most Western countries) requires an employer to certify that they want to employ you and sponsoring your work permit (they also usually have to show that they can't find anyone locally suited to do the job). Given that baby helicopter pilots are not a scarce commodity anywhere, you simply aren't worth the extra hassle of sponsoring through a work permit when an employer could get the same basic product ready-to-go in a local baby pilot.
Work permits issued to foreigners are generally very restrictive, and tied to a particular job for a particular employer. If you leave said employer, your work permit expires and you either need to find another employer who is willing to sponsor you, or bugger off home. So although you may be able to get a work permit as an entrepeneur, I rather suspect you'll find said permit doesn't allow you to do random freelance work for helicopter operators.
Additionally, if you wish to fly commercially in JAA-land, you need to have at least a JAA validation of your foreign license. Showing up to a job interview to fly (say) G-reg helicopters commercially with an FAA (or SA) license will get you laughed at. In all that investigating you're doing, look into what exactly is required to convert to JAA from elsewhere.
...and if you think there aren't any wrong answers, try just leaping in and spending a bunch of cash on whatever seems like it might work, with whichever school takes your fancy. Although the right/wrong answers are subjective (i.e. they depend on you and what you want to acheive), there are plenty of wrong ways to get where you want to be.