at what temperature does it become expeditious to use a lithium battery's charge to heat itself?
You can get the answer, depending on the battery, by reading the datasheets. There cannot be an universal answer.

http://data.energizer.com/PDFs/l91.pdf

Check the graph "Temperature effect on capacity". Pick your load current, calculate 

$$
maximum\_additional\_load = I_{load} \cdot \left( 1 - \frac{available\_capacity@ambient\_temperature}{available\_capacity@desired\_temperature} \right)
$$
as the current you can use to heat the battery from ambient temperature to the desired temperature. The value depends on both of them.

If you can reach the desired temperature with less than that amount of current, it is worth it.

You can see by the slope of the curves that heating the battery to -30°C is very useful (steep slope), then heating the battery to 0°C is much less useful (much flatter slope) and over 0°C makes no sense.

For that battery.