The place of an individualist, self-reliant guy in fluxes
In western literature, this niche is usually filled with explorers and loners. In recent media, "The ballad of Buster Scruggs" puts forward several good examples, the best one for me the prospector in "All gold canyon", as we can see him basically living-off the land for long periods of time.
At a lesser level, most pioneers and first-wave settlers in frontiers have, by pure necessity, some degree of self-reliance. After all, your neighbour may be miles away, so you never know when help is going to come. On the other hand, when it's time to raise a barn, you don't do it alone if you want to do it well.
Once the place is settled, the second-wave inmigration is usually more specialized, and this specialization comes with the cost of lesser self-reliance.
For a futuristic example in literature, in John Scalzi's "The Last Colony" they describe this settling process, and due to certain circumstances that are unavoidable spoilers...
The government knew they were going to be stranded without regular access to technology so they sent not only older, more reliable and redundant technology, but also invite a group of Mennonites that are used to work without technology.
the book goes to describe how colonizing works in that particular future, but again, is expected that even with the help of technology these colonist have to be able to fend for themselves for long periods of time.
As I pointed in the original post, these guys are still funded by society advancements (for unfunded ones, you can see the natives as examples of self-reliance). Explorers, prospectors and pioneers are funded (or self-funded) with specialized tools, materials and resources, and promised rewards (be it a monetary compensation, land).
Also I want to note that this wasn't always considered the proper way: If we look at initial English wave of colonization, it usually contained a mix of specialists (farmers, blacksmiths, soldiers, craftsmen and some slaves), the idea being to bootstrap civilization. Also you can see the high degree of failure of these colonies, as the settlers failed to adapt to the conditions, the main causes being: the specialist farmers weren't very good at cultivating native crops that were indispensable to sustain the colony, and the failure of the settlers to gather enough resources to self-sustain themselves. Most colonies that survived relied on the help of natives (either voluntary or forced) to overcome these conditions.
So you need some degree of self-reliance to settle land. The english attitude of bringing "civilization" to foreign countries failed because of that.
(I talk about the English colonization because the initial wave of Spanish settling looks more like an invasion. Save for the first voyage, until la Española was completely settled, the ships transported armies -so: mostly soldiers, plus the specialists to sustain an army-, not settlers. The losses between voyages were huge in both fronts, and from the start they relied on the "encomendada" native workforce to sustain the presence. The army and the religious orders were the driving force behind Spanish and Portuguese colonization, unlike the other countries efforts which were mostly privately funded)
Original post follows:
Honestly, there is no environment where a individualistic, self-reliant behaviour will trump a collectivistic, self-reliant one.
Our great advancement as species was not the use of tools, was the ability to put aside our worst instincts and cooperate towards a common goal.
Most of our advancements are only available when we distribute the time-consuming tasks between individuals. Crafting thread and cloth is time-consuming, (and so is tanning leather, by the way, although a bit less so); preserving food is time-consuming; building a refuge is time-consuming, finding food is a full-time task.
Anything short of living in a minimally adapted cave, wearing drapes and eating almost day-to-day will consume too much of an individual to do it without cooperating.
To make a wild-west analogy, our intrepid asteroid dweller is similar to a gold panner: he spends long stretches of time alone, and may survive for a long time without human contact, but the clothes, the tools, the weapons and some of the niceties (tobacco, maybe some sweets?) come from the society in general.
In sci-fi, automatization can make easier for our space gold panner to keep away from civilization, but the automated systems have to come from somewhere, and can break, and will eventually need to go trade its findings for spare parts. We are talking about specialized equipment, after all, and Oxygen is not included, so is not something he will be able to cobble.
So the answer is...
Self-reliant individualistic people live in a reality bubble, where they obtain (or prey) on society resources to maintain its way of life, but at the same time they insanely believe they really are an individual apart from society. The sane ones will simply accept they simply want to spend as most time away from society as possible, but accept they rely on it.
As such these individuals belong to the fringes of society: Frontiers, like the wild-west in the past and the space in the future are a welcoming sight for them, but also developing and unstable countries, or even (as L.Dutch points) the most delusional ones can just live outside society IN society, be it hikikomori, criminals, hobos...
Rereading the post for corrections I recalled something that happened in my city: there was a vagabond in my neighborhood. Except for the "mandatory" (by city laws) biannual desparasitation, health checkup and clothing renewal, the guy lived on the street by its own means, which usually involved begging for wine money, and searching for edible bits in the trash. Much later we discovered that he was a university philosophy teacher and at some point he decided to reject society and voluntarily live as a pariah.
Addendum:
I've read an article about a Russian guy who lived as a hermit for six months. I would like to put a couple quotes:
During the experiment, Pavel said that one of his most important tools was an axe . An axe, he said, could be used to do almost anything, and anything that could not be done with an axe could be done with a tool that could be made with the help of an axe. Pavel also discovered that, although he did not have the pressures of modern life, he was quite busy. Every morning, he would have to feed the chickens and feed and milk the goats. After that, he would heat up the stove and grind grain. This gave him enough work to last until lunch time.
The axe, of course, was made with metal by a specialist, a tool that could not be made by the individual and had to be traded. Without the axe, one can imagine the guy would had almost no time to rest. Also, he didn't cultivate the grains itself (as the experiment was mainly to survive the winter), an activity that would had took him a lot of time away from other activities. He doesn't mention anything about maintaining the clothes, but that would occupy a lot of his time too.
Pavel was able to survive six months living in early Medieval conditions, demonstrating that it was possible for a man of that era to brave the Russian winter living on his own. Historical records, however, show that this was probably rare. Most monks by that time did not live as solitary monks, but in monasteries. A group of men living together would have lightened the workload, allowing more time for prayer and religious worship. Historical records show that it was typical at the time to not work during the 12 days of Christmas. This would not have been possible for one man working every day just to keep himself alive.