I think there might be couple of misconceptions here. In the JAA, the MPL can be offered only by the a JAR-OPS 1 operator or by an FTO that has an approved arrangement with a JAR-OPS1 operator and the course includes all line training. It would be a very dangerous option for self-sponsoring, not least because the training in Phase 4 is directed to a single aeroplane type, which restricts one's options on graduation.
It would not be a very clever move to self-sponsor an MPL course without a cast-iron guarantee of a job at the end of it. How, for example, would you feel if you had an MPL valid only on the A320 and there were only 737 jobs available?
I've found a place in Asia that does for the grand total of £36 grand. Not bad really.
Except that you would then have to find a job in Asia - that course would not qualify you to fly for a JAR-OPS 1 operator.