"Absolutist notions cannot stand up to scrutiny by reasoning because they are antithetical to the fact that everything exists by depending on other factors" (p.229, Dalai Lama & Chodron, Searching for the Self)
Inherent existence and its notion can be quite tricky, and it sometimes seems difficult to quite get the idea. While trying to deny the essentialist notion of an absolute soul or spirit, I wonder how it's possible to avoid the other extreme of nihilism. I would like to venture a few points here.
Self-grasping can be subtle, and can take the form of believing in one's own narrative. Even the simple idea of a feeling state (sadness, for example) can be quickly transformed into the idea of an "I" as a sad person, which in turn projects this idea into the future and even into space itself. Sadness is seen as something graspable, when in fact it was only really starting a sensation, only to later be endowed with perceptions, interpretations and language. By the time anything even gets to the level of language, there is already a sense of it being a kind of thing, rather than simply a process or a set of conditions that come together in a certain way.
I wonder if there is any way that we can live without these reified ideas, but it would be absurd to try not to use conceptualizations. I think the important point is not to confuse the "map" with the "territory". It can be a real source of suffering to try to get rid of language and narrative, and sometimes these things can be fun to work with and great ways to communicate with people. As Adyashant notes in his book Falling into Grace, language becomes more like a playful interaction than anything else, especially when we realize that language doesn't point to concrete experiences at all: language is always signifying things that have already passed and are being summarized by the brain through the filter of concepts.
In fact, there is no need to get rid of delusions if we know that they are delusions, and in fact this reduces the power to be attracted to them. On the other hand, trying to rid the mind of delusions is like trying to empty the contents of a dream: it reinstates delusion as having some substantial nature which it actually lacks, just as a phantom limb or a nerve pain sends signals to the brain without referring to an actual object of pain.