Whole-body humanoid loco-manipulation requires coordinating the robot's entire kinematic chain. However, most existing systems typically decouple the upper and lower bodies into separate controllers, limiting such coordination and yielding behaviors similar to those of a wheeled dual-arm platform. In this paper, we ask what it takes to build a whole-body native vision-language-action (VLA) model that maps language and pixels directly to all of the humanoid's degrees of freedom. We conduct a systematic empirical study organized as a roadmap of one-variable-at-a-time experiments across three phases: whole-body teleoperation, VLA model design, and heterogeneous co-training. Our study yields several intriguing findings: a joint-based whole-body teleoperation interface outperforms alternatives that only partially expose the humanoid's degrees of freedom; a VLA pretrained on static and wheeled dual-arm platforms transfers surprisingly well to a humanoid's full action space; and co-training with HuMI, the humanoid analog of UMI, extends the policy to new objects and instructions without additional whole-body teleoperation on those targets. Following this roadmap yields OpenHLM, an open-source recipe for whole-body humanoid loco-manipulation. In a challenging long-horizon task that spans a wide vertical range of the humanoid, OpenHLM outperforms two state-of-the-art humanoid VLA baselines (GR00T N1.6 and $Ψ_0$) using less than half the total demonstration time. Our code, training data, and model checkpoints are available at [https://openhlm-project.github.io/].

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