The question of the self or multiple selves is a good one for The Metamorphosis. It can be explored on several levels. If we equate the self with the body, we would say that the human form and the insect form are Gregor Samsa’s two selves. But if we look at the whole person, which, it seems, is what this question is addressing, there are more possibilities. Your answer will ultimately depend on what kind of person you think Gregor is deep inside. Does changing into an insect allow him to express that inner self better than his previous human form did?
Gregor is initially shown as a working man with a strong obligation to his family. That self, before his transformation, could be called the social self. There is another dimension to him, however, which is his interior self. That aspect of him is multidimensional. He is artistic and sensitive, a music lover. Those aspects of him have been unfulfilled in his tedious job and reporting to an unpleasant boss.
Gregor’s physical transformation changes all his bodily functions. The power of communication through speech disappears, so he cannot make himself understood. Gregor’s social self is eliminated; he cannot report to work, and he consequently withdraws, and his family rejects him. That change supports the development of his inner self, as he has more time for self-reflection because he is no longer working.
Another angle to consider is that at the end, Gregor dies. His insect form has suffered numerous injuries, and his sister, who once helped him, is no longer feeding him. It is assumed that he dies of hunger. Thus, another interpretation could identify his two selves as living and dead.