How do noble gases bond with themselves?
Noble gases usually do not form strong bonds between their atoms - it takes fair amount of energy to dimerise them into excimers, but those are short-lived excited molecules. Thanks to excitation, shells of the atoms aren't closed and they react, but very quickly they lose energy and become separate atoms. On the other hand there are many stable molecules created by heavier noble gases (mainly xenon) with other elements.

As mentioned in comment, you may heard about detection of so called van der Waals molecules of helium, which aren't "true" molecules, but very weakly bound pairs of atoms. In fact helium vdW dimer may have weakest bond even among them, and it was an achievement to observe it.