I got Tanya/Heather to Michael but cannot get the dialog option needed to get Peter to give phone number. Do I have to go back to an earlier save, maybe get Peter before Tanya/Heather?

Hopefully you found the answer. In case someone else wonders about this in the future, in order to have this dialogue option you must:

-Search on Rosa's phone Peter FIelding's name and you will learn that he owned a gym.
-Meet Peter Fielding at the gym as Joey (I haven't tested it but perhaps you can skip this if you meet Heather first).
-Come back to Grace School. Rosa and Joey will tell Father Michael Cooper and Madeline that they have met Peter's ghost and that they have to go back to the gym to save him and take him to the mystical circle. Then ask Michael "Tell me about Peter..." (This is different from another dialogue option, "Ask about Peter's death", that you can ask the first time you meet Michael, and that will grant you very little information). He will mention that Peter used to teach private training lessons.
-Go back to the gym as Joey and talk again to Peter's ghost; a dialogue option to talk about personal training sessions will appear. When Joey tells him that he wants to appoint a private session, Peter will tell him his telephone number.