Yes there have been the odd few but they account for a small percentage of those taken on. Of the Bond lot that got sponsored a few years back I think you will find that they all had a fair bit of experience (plank IR, Ex mil, high time FI's) unless someone out there can correct me on that.
If you hang around waiting for a company to sponsor you you may be hanging around for a long time. If you bite the bullet and pay your way you stand a good chance of getting employed soon after (provided you are generally the right person). Once in you will never look back but until that time you may continue to look forward always hoping.
It's a similar situation to the plank lot paying for a 737 or 320 type rating. I knew a bunch of guys who were adament that a company should type rate them and they themselves should not be expected to stump up the cash but one of them decided to go for it and pay his way. He got taken on by a big airline and was a captain by the time the rest were fed up with instructing and chose to do the same some years later. He had earnt his type rating money back over and over again when the rest decided that's what they have to do.
The same has applied in rotary with the IR. But then again some have all the luck.
Good luck.