I listened to the Mystery Theater long before I ever watched The Twilight Zone.  (We didn't have cable, and it wasn't syndicated in our area.)  However, this was not an episode I ever heard back in the day.  But, yes, it is exactly "The Self-Improvement of Salvadore Ross."  More recently, this episode was done as Episode 73 of "The Twilight Zone Radio Dramas," so there are now two audio versions of this story floating around.  Fantasy, supernatural abilities.