Tannaz,
In fact if you want to create a cy in Belgium as an NV or BVBA you need always two shareholders. But you can own 99.99% of the share and another one 1 share.
For a work permit to be self employed depends on the kind of activity you want to start. Some activities are under strict regulation and you need to have the proven professional skills for that.
I think the best thing to do is contact the belgian embassy at your country and they will be able to explain you and give you the necessary information.
Good luck
