I am also a self-pay patient because my plan excludes bariatric surgery.
My surgeon suggested that I get BLIS supplemental insurance. Here's the link: http://www.bliscompany.com/#BariatricSurgery
I haven't signed up yet, but from what I can see the coverage is about $2200. I'm waiting for them to call me back to explain all that is entailed. I'll write a follow up post when they do.