It would be like any business (well different in a lot of ways), but there’s going to risk involved. You’d need to purchase, rent or lease a space. Preferably a more discreet location...maybe? Big issue would be perhaps dealing with neighbouring businesses that may not want you there. I’m sure the neighbours at all these places especially the full service shops know exactly what’s going on. I’m sure people like Sara at Tiger deal with plenty of harassment.
Then there’s finding the right girls.
Seems majority of these places are run by women, exception being Reach massage.