Citing oneself in PhD application documents: Good or bad?
I find manner in which you frame your question quite interesting. To address your question, if you have published work then why not cite it? Of course it may reveal your identity but that can only work to your advantage in the long-run. If the professor doesn't like the applicant for personal reasons the applicant probably wouldn't want to do a PhD with that particular professor anyway. 4 years or even 3 can be a very long-time if PhD and supervisor are not on the same wave-length. 
Moreover, if you do not cite your own published work you might be plagiarizing yourself.

If the work is not published at all then I would probably not mention it in a PhD application, because it can have the opposite effect. The reviewers may think that the applicant focusses too much on his/her own work and opinions and is not flexible enough. After 1.5 years of PhD I can safely say that flexibility is a key ingredient to a successful PhD journey. Therefore, show off your knowledge when your present your argument and ideas.

If the work is published, but not a in a peer-reviewed journal, then I guess it depends where you are applying to (university, department, professor).
Good luck with the application!