Some PhD applications I've gone through involved submitting a research proposal, statement of interests and/or a sample article review (e.g. of a specific, pre-determined article which has relevance to the position being applied for). Naturally, when writing proposals and critiquing people's work, I will naturally have my own (ideally similar) work as a reference to compare it to, naturally knowing my own work quite intimately. However, is explicitly referencing one's own work in such contexts a good idea or a bad one? For example:
Review: McMahon et al. 2012. "How to raise gerbils on Mars." Gerbil Fancy, vol. 14, no. 3.
Swiss Naval Academy
McMahon et al. reported poor results in estimating the nutrition requirements of gerbils in low-gravity environments. These results could have been improved by conditioning for effects of gerbil Earthsickness as witnessed by McNotyetdoctorface (2011) during his similar work on the moon.
One positive aspect of mentioning oneself which I could imagine is displaying the ability to create a "narrative" of one's own work over time and to relate it to other works in a constructive manner, and it also subtly "shows off" one's previous work to people who may have overlooked it or at least overlooked its relevance to the position at hand.
On the other hand, I'm not sure if PhD application materials are intended to be either "anonymous", "unbiased" or both: If they are anonymous, then no one will know that I am in fact Reviewer McNotyetdoctorface, so there would be little benefit. However, I obviously think my own work is fantastic, and so citing it in an application might backfire in that the people reading it may think: "Well, he really likes tooting his own horn; Does he ever think that other people's work can be better than his?".