"Can people deep in cognitive dissonance even HEAR themselves?"
This is an interesting point, and to continue the crims -v- JWs analogy (I know more about crims than I do about JWs), good conmen (almost) have to believe in their scam so that they can be convincing to their victims. Some of the most interesting offenders I dealt with were corrupt politicians. They had an amazing level of self-belief (and denial), even when the corruption was readily apparent.
And to continue the analogy - amongst conmen the mantra is 'Con your family and friends first, because they're the easiest'. Interestingly, we had a few casrs where conmen had inveigled their way into a church congregation and conned other members. The victims were extra-susceptible because they couldn't believe that a 'True Believer' would be dishonest. Reality came hard.