MS5611 (barometer / thermometer) returns temperature going up if checked repeatedly
Yes it is self heating.

Experiment is the answer. Try different periods and plot the result.

As a rule you should not believe that a sensor chip works properly because the manufacturer claims so, not should you assume that because it worked for someone else, you are actually using it right.

Look at the graphs for the ADM1034, and the conclusion (sec 6.5) for an example of this.