Nice Video! Self-assuredness is not required however among participants. Some show up because they are not self-assured but because they have a commitment to work on that. I LOVE the idea of cold calling studios if only for the shock factor, however, a more gentle approach I personally recommend is a google search or reaching out to a Tantric community. They tend to know where the naked yoga classes are being held. And approaching a yoga teacher to teach nude yoga is a GREAT idea!

http://www.howcast.com/videos/404293-How-to-Practice-Nude-Yoga#

Blessings!