One possibility not mentioned is that the "planet" could be an artificial construct, and actually be something more like a hollow Dyson Sphere with a giant star or even a black hole at the center; that way the gravity could be much larger than an orbiting body which would have enough mass to be a star, like a red dwarf (if the center of the Dyson sphere contained a supermassive black hole then the orbiting body could even be a normal-sized star similar to our Sun, and choosing a supermassive black hole would also avoid any problems with tidal forces on the surface of the Dyson sphere no matter how close it was to the black hole's event horizon, see this answer.).
As mentioned this FAQ Dyson spheres are not really stable since the net gravitational pull from whatever's inside the sphere cancels out, so if the sphere starts to drift relative to the object inside there's nothing to stop it from crashing into the object. So you would need thrusters of some sort to compensate for drift, perhaps venting some of the atmosphere surrounding the outer surface. The FAQ also mentions there are no known or theoretical materials that could form a rigid sphere at 1 AU (the distance of the Earth's orbit). Equation (7) on p. 11 of the paper "Dyson Spheres Around White Dwarfs" gives the needed compressive strength $S$ for a hollow sphere with density $\rho$ and radius $r$ around a central mass $M$, with $G$ being the Gravitational constant:
$S = GM\rho/2r$
We can use this to do some calculations:
Limits for a Dyson sphere made of atomic matter
For the upper limit of what might be possible with atomic materials, the paper "On the Strength of the Carbon Nanotube-Based Space Elevator Cable" discusses the theoretical maximum strength for carbon nanotubes as about 100 Gigapascals, or 1011 N/m2, which is the same figure given on p. 12 of "Dyson Spheres Around White Dwarfs" for the maximum strength achievable with matter held together by atomic bonds. "On the Strength of the Carbon Nanotube-Based Space Elevator Cable" also gives the density for this carbon nanotube material as about 1300 kg/m3.
If solve the above equation for $r$, giving $r = GM\rho / 2S$, and then plug in the above values for the strength and density of carbon nanotubes, we can find the minimum radius at which a Dyson sphere made of carbon nanotubes could exist around a central body with mass M, without breaking into pieces because the stress caused by gravity is too much for the material to withstand. I'll make this into an equation in plain text which you can plug into this online calculator and find the resulting radius for different values of M (which I'll express in terms of multiples of the Sun's mass, 1.989 x 1030 kg):
((6.67408 * (10^(-11))) * (M * 1.989 * (10^30)) * (1300)) / (2 * (10^11))
= 862858432800 * M
If we let M=1, the sphere would need a radius of about 863 billion meters, larger than the average radius of Earth's orbit which is about 150 billion meters. So, the Dyson sphere would need a radius of just slightly larger than the orbit of Jupiter (778 billion meters) in this case. And the higher the mass of the central body, the larger the sphere would have to be if it's constructed from carbon nanotubes. For example, if we used a supergiant star with a mass 100 times that of the Sun, the radius would have to be 86 trillion meters, about 0.009 light years.
We could also try plugging in the value for $r$ as a function of $M$ into the formula for gravitational acceleration, $GM/r^2$, to find the surface gravity on such a giant dyson sphere "planet" surrounding a central body.
((6.67408 * (10^(-11))) * (M * 1.989 * (10^30))) / (M^2 * 862858432800^2)
And here we find a problem: for M=1 (central body has the mass of the Sun), the surface gravity on such a sphere would be basically negligible, about 1.78 x 10-4 m/s2, compared to Earth's surface gravity of 9.8 m/s2. Even with the smallest object that might count as a star, which would have a mass of about 0.08 times that of the Sun according to this page, the surface gravity at the corresponding carbon nanotube dyson sphere would still be only about 0.0022 m/s2, still indistinguishable from zero gravity for any beings on the surface. I suppose you could build enclosed structures on the surface which would spin and create artificial gravity with the centrifugal force, but it wouldn't be very planet-like.
Limits for Dyson sphere made of nuclear matter:
There is the theoretical possibility of matter held together not by electromagnetic bonds between atoms, but rather made up entirely of nucleons (like protons and neutrons) held together by the strong nuclear force, which at short distances has a much greater strength than the electromagnetic force. I discussed the possibility of objects made of this type of "strange matter" in this answer. Looking online, I found this paper which has some theoretical calculations for the strength and density of a hypothetical variant of this type of matter. On p. 508 the author calculates a strength of 7.5 x 1033 N/m2, and a density of 8.35 x 1017 kg/m3. So if we use these values and again find the minimum possible radius given a mass of M, we get:
((6.67408 * (10^(-11))) * (M * 1.989 * (10^30)) * (8.35 * (10^17))) / (2 * (7.5 * (10^33)))
= 7389.6 * M
So if the mass were equal to that of the Sun (M = 1) this would imply the radius could be as little as 7389.6 meters (which is much smaller than the actual radius of the Sun, but you could also imagine a black hole with mass equal to the Sun at the center, with a black hole of that mass having a Schwarzschild radius of 2954 meters). And making the size larger than this will just decrease the required compressive strength, so this same material could be used to build a larger sphere around the same central mass, large enough so that the gravity at that point could be just 1 g. If you want to find the radius needed to have 1 g acceleration at the surface (standard gravity, or 9.80665 m/s2) you can solve the Newtonian equation $9.80665 = GM/r^2$ for $r$, giving $r = \sqrt{GM/9.80665}$, and again I'll put it into a form that can be plugged into that online calculator so you can play around with different values of M:
sqrt(((6.67408 * (10^(-11))) * (M * 1.989 * (10^30)))/9.80665)
For example, for M=1, the mass of the Sun, this tells you the sphere would need to be about 3.68 billion meters in radius. This is larger than the radius of the Sun (about 696 million meters), so in this case you wouldn't need a black hole.
If you want a very massive central body and a very large sphere, we can set the two equations above to be equal to each other and solve for M, to find a Dyson sphere where the smallest possible radius that can maintain structural integrity has a surface gravity of 1 g. It turns out that the central mass in this case would be a supermassive black hole with mass 247.89 billion times that of the Sun, and the radius would be 1.83 x 1015 meters (about 0.19 light years). So as long as the central mass is that size or smaller, it's possible to have a stable Dyson sphere made of nuclear matter which has 1 g surface gravity.