Prove that  is not a element of NOT-SELF
Assume (i) $L(Z) \subseteq \text{NOT-SELF}$ and assume towards contradiction that (ii)
$\langle Z \rangle \notin \text{NOT-SELF}$.

Because of (ii) and (i) we get that $\langle Z \rangle \notin L(Z)$.

(if it was in $L(Z)$ and $L(Z)$ is a subset of $ \text{NOT-SELF}$, it must also be in $\text{NOT-SELF})$.

Thus, $Z$ does not accepts its own encoding. 
Thus, by the definition of $ \text{NOT-SELF}$ it should be that $\langle Z \rangle \in \text{NOT-SELF}$, which is a contradiction.

Also see the related question:
Can I construct a Turing machine that accepts only its own encoding?