We have done it a couple of times. We keep our luggage in our room on the last night. Everybody else has to put there luggage in the hallway. The last morning, we just get in line, when we are ready. We have never had a problem doing this. There might be an official procedure, but I don't know what it is. We also walk our luggage on the ship. It works for us. Maybe someone knows if there is a actual procedure for self-embarkation.
Enjoy your cruise. Bon Voyage