Yes, the skhandas are in yoga sutras. The practice of hatha yoga can only help! Yes, there are many parallels between yoga and Buddhism, the skandhas/khandhas being one. I studied kriya yoga for a few years in California. I'm not sure where the paths begin going in different directions but they are basically about the same thing I think, with a few differences.

And yes, practice is the only way, in my opinion. Even Eckhart Tolle studied and meditated with masters after his "opening" before he became a teacher.