The self IS the Self - that which you call the individual self IS the Self, the one essence, Brahman, God.
But taking it AS individual is to take it AS limited, automatically. Because to point out one thing, you automatically oppose it to all other things. To assert the existence of an individual is to simultaneously assert the existence or reality of other separate things.
Trying to get rid of the individual is ridiculous. Many pointers say to get rid of the individual - how can you get rid of what is not there?
See that what you call the individual IS itself the Supreme, only giving it individual existence binds it, limits it. Taking the equation of "ME-seeing-WORLD" as reality, you are binding your true Self to the temporal and spatial limitations of a body-mind.
Find out what that self really is, then see if it's actually bound to a body. How to do this?
Notice that the "Self" is that which is aware of the world. That's easy enough.
Now notice that the "Self" is that which is also aware of the body and mind - thoughts and feelings.
Can you admit that what you are is presently and always aware of the body-mind? Can you admit that the mind is an experience to you?
Notice the almost automatic resistance to this assertion. That resistance is the veil, the obscuration, the habitual application of assumption over reality.
What is it, that is aware of both body and mind? Where is it? You come to find that you cannot place it, cannot locate it, cannot describe it, yet can never EVER deny it.
That "Self" is present and aware. That "I" isn't an individual for the individual is a created idea in thought. That individual isn't "I".
That individual is a feeling, a memory, a story. The individual is another EXPERIENCE.
It isn't "I".
"I" is the present subject-ivity - that which objectifies everything. As such it cannot become an object of knowledge. It cannot be known objectively.
So remain with that pure "I"-ness - untangle the identification, which is only a mixing-up or confusion of that present subjective-knowing with experience. "I am thinking", "I am living"...
Stay with that pure "I"-ness alone - there is no need to focus on the experience at all - let it be, and in letting it be there is no longer a condition or need to make experience different. There is a detachment, a dispassion towards experience. It does not matter.
That "I"-ness, called Atma in Vedanta, is your Self. That Atma IS Brahman, the Supreme, the totality, the one Essence. It is obvious except for the insistence that it is limited by a body, born into a body, finite and heading towards death.
We often, in the spiritual search, find that teachings or pointers are confusing. They are confusing because we are trying to figure out how a limited individual can reach limitlessness, Oneness. Obviously it cannot. If the individual is a reality then all the spiritual teachings are bullshit.
They are not. Let go of the idea that you were born, the idea that you are a limited "person", and that Atma or "I" or Self is then obviously all there is.