Hi Fabio,
note that it is good that dirmngr does not just accept the certificate without trust path,
it protects you, if somebody tries something. 
It is possible to give your own CAs to dirmngr (you’ll have to look it up in the documentation).
So if “self-signed” actually means signed by your own little CA certificate, you can make it work.
Otherwise if you are retrieving public keys for OpenPGP or S/MIME and you can secure the transport layer otherwise (e.g. VPN or ssh tunnelling), the TLS layer of dirmngr itself is not necessary. (It protects against people observing, what you are requesting, not the integrity.)
Does this help?
Regards,
Bernhard