Agree with those upthread who noted that in Vipassana meditation, the more common interpretation is “The self is like an illusion”, which is subtly different from “The self is an illusion”.
If you have ever had a lucid dream, you know that it is possible to be fully immersed, five senses and all, within a dream, while simultaneously knowing, in the abstract, that one is actually lying in bed. The experience is both illusory by the factual metric of our waking world, and yet very much ‘real’ in its own right.
Harris talks about a practice for understanding the nature of self wherein you do a mindful meditation on looking out, and then imagine yourself looking from the other direction, as if you were standing in front of yourself. If you were able to look at yourself and ‘see’ the thing that is looking out in that moment, what would you see? What would the ‘seer’ look like?
There is also a field of meditation called self enquiry meditation that you might find helpful. For me, this usually results in experiencing a sense of self as physical sensations, and then asking who or what is experiencing those physical sensations. For example, if you have a headache, you might ask “Who has a headache? Who is bothered by it? Who experiences it as painful?”. For me, this generally results in the visceral, tactile sensation of “I” (which is quite an interesting practice in and of itself, to locate the physical patterns that create a sense of “I” - a tension around the eyes, maybe, some feelings in the chest, and so on.) From there follows the question “Who or what is experiencing these physical sensations? Who or what is aware of them?”.