There's no point in delegating to login.persona.org
because that's the fallback identity provider which will be used if you don't delegate. Also, if you're not running a mail server on your domain then the fallback won't work for you because it's email-based.
On the other hand, the rest of the steps you wrote would work if you were to delegate to a service like https://persowna.net/ which shouldn't require you to have a mail server on your domain.
There is no generic OpenID bridge, but here's a Persona identity provider I wrote to allow me to delegate to an OpenID provider manually: https://github.com/fmarier/persona-openid-delegation