There's no reason why you can't self study but you'd be better advised to use one of the schools offering remote tuition. They have their fingers on the pulse of what the latest requirements are and would be able to provide up to date question banks. I've just mentored someone through the process using BGS and I don't think it would have been anywhere near as seamless without using a school.
Don't forget that the cost of the exams, and having to repeat them all in the event of not passing within three attempts makes the cost of the course worthwhile.