So there's always one "main" delusion left to grapple with, no matter how "direct" the path is you're suggesting. The ten thousands arms are just contained in this one, so one is not really bypassing anything really. Even "going to the main delusion" might be another of the army of ten-thousand delusions, the one where you're going anywhere :-)
Yes, there is always this subjective sense of self which follows us wherever we go (except in deep sleep) and which we refer to as our reality.
This is the main illusion if you're not of dualistic beliefs / philosophy.
How would you answer someone who would criticize any distancing from this "I" as an attack on individuality, the promotion of sheepish thought and group-think, weak ego or even some schizophrenic, cracked psyche?
I'm not saying at all that this sense of "I", our closest and most tangible, subjective, reality, should be distanced from - quite contrary; it should be dived into; dwelled upon, constantly meditated on/in - it should be hold on to and it should grow stronger by its own attention on itself, and it is a practice for all activities of the day (not something which requires silent solitude even though sometimes this helps in the beginning). This seemingly 'dualistic' "I" seems more like a pulsating attention-point with strong means for identification than anything else, so when turned against itself its most powerful and not escapist at all. This is true courage and true knowledge.
And I agree with sheepishness and some schizophrenic behavior in the opposite direction - when one looses the touch and direct knowledge of this individual self (which isn't really individual at all, in its absolute extent, and that's why its illusionary), then one is just victim to the autonomous identification-mechanism with manifestations of whatever kind that appeals to it, without true knowledge of what the hell is going on - spending hard earned money with some half-ass psycho-analyst who seeks an empirical cause for every pain and so on until the $$$-account is popping and the sufferer is still suffering (though probably reduced slightly in strength because of useful medications). Or maybe a guru who bangs the chicks after sunset and takes thousands of dollars only to recite the more colorful passages from the Upanishads on opiates.
That's why the wisest say to let this sense of self that everybody has, be your teacher / your guru / your guide further into yourself. Nothing else is needed.
This is a quite beautiful passage from I Am That; Nisargadatta Maharaj which relates well to the above discussion about the seemingly dualistic "I" (the I Am) and the importance to get to know it experientially:
Go deep into the sense of ‘I am’ and you will find. How do you find a thing you have mislaid or forgotten? You keep it in your mind until you recall it. The sense of being, of 'I am' is the first to emerge. Ask yourself whence it comes, or just watch it quietly. When the mind stays in the 'I am' without moving, you enter a state which cannot be verbalized but can be experienced. All you need to do is try and try again. After all the sense ‘I am’ is always with you, only you have attached all kinds of things to it -- body, feelings, thoughts, ideas, possessions etc. All these self-identifications are misleading. Because of them you take yourself to be what you are not.