Figure out a way to make LOX cheaper than anyone else on an industrial scale. I bet LOX production is a pretty sleepy business with few competitors. Use the money selling LOX to bootstrap the space business.
Now that's an interesting idea. Granted I have no idea how competitive/costly this market it, but I didn't think LOX was that expensive to begin with in comparison to other costs in aerospace.
per Musk fuel/oxidizer costs make up the bulk of launch expense. If you could save launch providers 2% on LOX with equal service they'd buy it in a heart beat. It's like going to the next gas station to save $0.10/gallon gas. Granted your competition may just say, "ok now we'll sell at a 5% discount". Of course the devil is in the details, it may take hundreds of thousands of dollars in permits to transport it. Maybe you could invent a popup LOX processor like those popup concrete factories near big construction projects. That would be pretty cool.