Adding Siam to the Empire will be tough- successive British Governments wanted a strong independent Siam as a cheap way of countering French expansion in Indochina, and feared that trying to grab the area themselves would just provoke a French reaction. There was a real fear in Whitehall that if a Southeast frontier was allowed to develop, it'd be just as expensive and difficult to maintain as the Northwest frontier and would prove too much for India's resources. "If we are to burn the candle at both ends," the Viceroy of India, Lord Ripon, wrote in 1884, "in the north-west in fear of Russia, and in the south-east in fear of France, we shall reduce India to bankruptcy."
That said, officials in the Straits Settlements were keen for a forward policy. Maybe there can be a Swettenham Raid instead of a Jameson Raid? If things go too far, and the Government feels unable to disown the action (maybe Curzon is Colonial Secretary?), there might be a Siamese partition (probably, assuming it's pre-1893, which it realistically has to be) which sees the French grab what they did OTL and Britain take OTL's modern Thailand. A protectorate is probably more likely than direct rule though.