I think a lot of us probably like the bondaged while crossdressed thing, there's nothing too weird or anything wrong with it as long as nothing illegal is involved. You just need to find a woman, man, or indeed trans-person, whichever suits your taste, and they need to be as kinky and as open minded as you are.
You both need to agree on a safe word, or humming or mmphing a tune if you're gagged; this will mean that the dominator or dominatrix will have to, by law, release you upon hearing the safe word or tune.
There is of course self-bondage, which I do regularly, but you need to make sure that you dont tie yourself to anything or gag youself in this case. The reason I say don't gag yourself when on your own is just in case sickness suddenly comes on and you spew, the gag will cause it to choke you and we all know that means game-over.
You can freeze keys inside an ice block but be sure to experiment with thaw-out times vs block size and take ambient temperature into account. Also it would be a good idea to have someone trustworthy to come over with your doorkeys and free you if you don't phone or text them within a given amount of time.
There are probably of course loads of other factors to take into account, I'm sure anyone else on here could pipe-up with a few do's and don'ts. Bondage is also not just about trans or crossdressing, it's also fun to do it in any mode.
Have fun but FFS be careful.
PS: I almost forgot an important thing, also have a spare set of keys somewhere. You could put them inside a bag, weighed down into messy liquid. You would have course have to clean-up the mess after tipping it over to obtain the keys, but at least you'll be able to get free in an emergency.
Self proclaimed satin fetishist.