This brings out a point not explicitly mentioned in your original post. A key thing you get in college is access to people who know the topology of your field. It is a routine recommendation to start with TAPL. A map is invaluable in order to limit backtracking or dead ends.
In my field of reverse engineering, those who have produced the top public results are completely self taught. Advanced forms of reverse engineering require a large smattering of knowledge from many graduate level areas of Computer Science and Mathematics. Autodidacticism of some form is the only option, whether it involves complete self-instruction or designing a custom curriculum in graduate school. The aforementioned authors have described the process of learning without a roadmap as extremely painful. If you don't have to subject yourself to it, I don't know why you would.