Self irony is the ability to make fun and so laugh at oneself. Without it, being an actor would be far too painful. In fact I don't think I could teach acting to a student who couldn't laugh at themself. To laugh at oneself is to confess one's humanity, to be able to forgive and love oneself, to be able to make mistakes; a prerequisite for learning.
Sadly, self irony is very much an aspect of a person's cultural background. It is always a disappointment when clichéd generalisations demonstrate statistical relevance.
The English are perhaps too adept at self irony. Yes, they are good at it, dry wit and all that, but they often use self parody as a shield to hide behind.
Americans just don't seem to get it, except within certain ethnic circles. In a culture so obsessed with status, making fun of oneself is completely out of place. In conversation about self irony they often misunderstand and confuse it with simple irony. When directly presented with it they see what appears to be a perverse masochistic display of self denigration.
Germans are not well known for their self irony.
Danes seem to strike a healthy balance.
It is possible to teach self irony. But only by example...