Is it safe to pierce your own helix?

No. Think about that for a minute and ask yourself how you think you can do that without screwing up, really think about it. Yeah now grab the phone book and call a professional body piercing studio and book an appointment. Helix piercings are technically complex piercings meant to be performed by trained experienced body piercers. This is not a ear lobe, this is deep ear cartilage and one stupid mistake can do some serious damage. Besides that it is never safe to pierce anything on yourself period.