Self-certification generally doesn't mean simply saying "trust us, we won't lie to you". They still expect you to be able to hand over a bunch of laboratory reports proving that you have actually tested your stuff.

The main difference is that with self-certification they will accept reports from your own in-house laboratory, rather than demanding reports from an independent pre-vetted testing lab.

Same with paperwork: you can make your own rather than having it made by an independent auditor - but you better still be able to back it up!