That's an interesting insight about letting kids experience natural consequences! I've found that too, especially when they throw tantrums. After some time, they realize that certain behaviors don't get them anywhere and change their approach. It's a good lesson in cause and effect.
Your strategy about board games is a fun one! I can see how it would boost his confidence and create a healthy mindset around competition. Does he have any favorite games that he likes to play with you? Mine seems to enjoy any game that involves some form of mischief, which hopefully doesn't say too much about his character