A sentient being is not the same as the self. Please see this answer which explains why plants are not sentient beings, unlike animals. "Sentient beings" is the convention used to denote the presence of the five aggregates.
So is this a Sutta upon which Theravada agrees as source for the analysis necessary to manifesting direct knowledge of anatta? Are there other Suttas which take precedence?
Conversations between Nagasena and the king (Milindapanha) is not part of the Pali Canon. So, it is considered a secondary text.
My favourite sutta on the self is the Vina Sutta (SN 35.205):
"Suppose there were a king or king's minister who had never heard the
sound of a lute before. He might hear the sound of a lute and say,
'What, my good men, is that sound — so delightful, so tantalizing, so
intoxicating, so ravishing, so enthralling?' They would say, 'That,
sire, is called a lute, whose sound is so delightful, so tantalizing,
so intoxicating, so ravishing, so enthralling.' Then he would say, 'Go
& fetch me that lute.' They would fetch the lute and say, 'Here, sire,
is the lute whose sound is so delightful, so tantalizing, so
intoxicating, so ravishing, so enthralling.' He would say, 'Enough of
your lute. Fetch me just the sound.' Then they would say, 'This lute,
sire, is made of numerous components, a great many components. It's
through the activity of numerous components that it sounds: that is,
in dependence on the body, the skin, the neck, the frame, the strings,
the bridge, and the appropriate human effort. Thus it is that this
lute — made of numerous components, a great many components — sounds
through the activity of numerous components.'
"Then the king would split the lute into ten pieces, a hundred pieces.
Having split the lute into ten pieces, a hundred pieces, he would
shave it to splinters. Having shaved it to splinters, he would burn it
in a fire. Having burned it in a fire, he would reduce it to ashes.
Having reduced it to ashes, he would winnow it before a high wind or
let it be washed away by a swift-flowing stream. He would then say, 'A
sorry thing, this lute — whatever a lute may be — by which people have
been so thoroughly tricked & deceived.'
"In the same way, a monk investigates form, however far form may go.
He investigates feeling... perception... fabrications...
consciousness, however far consciousness may go. As he is
investigating form... feeling... perception... fabrications...
consciousness, however far consciousness may go, any thoughts of 'me'
or 'mine' or 'I am' do not occur to him."
Using a musical instrument you can play nice music. But if you break it down to its constituent parts, you cannot find music. Music cannot be isolated from the musical instrument. Similarly, the self arises from the inter-working of the five aggregates. You cannot isolate the self from the five aggregates.
Perhaps, you can look at it in this way: The musical instrument is the sentient being. The music coming out of the musical instrument is the self. The musical instrument is composed of various parts which are analogous to the five aggregates. When these parts work together, they make music. The way they work together is dependent origination.
I think the dependent origination of the Pali Suttas are more complex than a mere assembly of parts. It describes a far more complex interaction. The Buddha stated that if you understand dependent origination, you understand the Dhamma in MN 28.
The Upanisa Sutta (SN 12.23) describes dependent origination and also the path to understanding it using the water flow allegory - this is more like a chain of processes where each link in the chain depends on each other - it's not an assembly of parts:
"Just as when the gods pour rain in heavy drops & crash thunder on the
upper mountains: The water, flowing down along the slopes, fills the
mountain clefts & rifts & gullies. When the mountain clefts & rifts &
gullies are full, they fill the little ponds. When the little ponds
are full, they fill the big lakes. When the big lakes are full, they
fill the little rivers. When the little rivers are full, they fill the
big rivers. When the big rivers are full, they fill the great ocean.
In the same way:
"Fabrications have ignorance as their prerequisite, consciousness has
fabrications as its prerequisite, name-&-form has consciousness as
their prerequisite, the six sense media have name-&-form as their
prerequisite, contact has the six sense media as its prerequisite,
feeling has contact as its prerequisite, craving has feeling as its
prerequisite, clinging has craving as its prerequisite, becoming has
clinging as its prerequisite, birth has becoming as its prerequisite,
stress & suffering have birth as their prerequisite
Conviction has stress & suffering as its prerequisite.
Joy has conviction as its
prerequisite, rapture has joy as its prerequisite, serenity has
rapture as its prerequisite, pleasure has serenity as its
prerequisite, concentration has pleasure as its prerequisite,
knowledge & vision of things as they actually are present has
concentration as its prerequisite, disenchantment has knowledge &
vision of things as they actually are present as its prerequisite,
dispassion has disenchantment as its prerequisite, release has
dispassion as its prerequisite, knowledge of ending has release as its
prerequisite."
Another description of the dependent origination based on the allegory of reeds leaning on each other from the Sheaves of Reeds Sutta (SN 12.67) - this is also not an assembly of parts:
"Very well then, Kotthita my friend, I will give you an analogy; for
there are cases where it is through the use of an analogy that
intelligent people can understand the meaning of what is being said.
It is as if two sheaves of reeds were to stand leaning against one
another. In the same way, from name-&-form as a requisite condition
comes consciousness, from consciousness as a requisite condition comes
name-&-form. From name & form as a requisite condition come the six
sense media. From the six sense media as a requisite condition comes
contact. From contact as a requisite condition comes feeling. From
feeling as a requisite condition comes craving. From craving as a
requisite condition comes clinging/sustenance. From
clinging/sustenance as a requisite condition comes becoming. From
becoming as a requisite condition comes birth. From birth as a
requisite condition, then aging & death, sorrow, lamentation, pain,
distress, & despair come into play. Such is the origination of this
entire mass of suffering & stress.
"If one were to pull away one of those sheaves of reeds, the other
would fall; if one were to pull away the other, the first one would
fall. In the same way, from the cessation of name-&-form comes the
cessation of consciousness, from the cessation of consciousness comes
the cessation of name-&-form. From the cessation of name-&-form comes
the cessation of the six sense media. From the cessation of the six
sense media comes the cessation of contact. From the cessation of
contact comes the cessation of feeling. From the cessation of feeling
comes the cessation of craving. From the cessation of craving comes
the cessation of clinging/sustenance. From the cessation of
clinging/sustenance comes the cessation of becoming. From the
cessation of becoming comes the cessation of birth. From the cessation
of birth, then aging & death, sorrow, lamentation, pain, distress, &
despair all cease. Such is the cessation of this entire mass of
suffering & stress."
What is the precise method for generating direct knowledge as opposed to mere conceptual or inferential understanding?
From the Kimsuka Sutta (SN 35.204):
"Suppose, monk, that there were a royal frontier fortress with strong
walls & ramparts and six gates. In it would be a wise, experienced,
intelligent gatekeeper to keep out those he didn't know and to let in
those he did. A swift pair of messengers, coming from the east, would
say to the gatekeeper, 'Where, my good man, is the commander of this
fortress?' He would say, 'There he is, sirs, sitting in the central
square.' The swift pair of messengers, delivering their accurate
report to the commander of the fortress, would then go back by the
route by which they had come. Then a swift pair of messengers, coming
from the west... the north... the south, would say to the gatekeeper,
'Where, my good man, is the commander of this fortress?' He would say,
'There he is, sirs, sitting in the central square.' The swift pair of
messengers, delivering their accurate report to the commander of the
fortress, would then go back by the route by which they had come.
"I have given you this simile, monk, to convey a message. The message
is this: The fortress stands for this body — composed of four
elements, born of mother & father, nourished with rice & barley gruel,
subject to constant rubbing & abrasion, to breaking & falling apart.
The six gates stand for the six internal sense media. The gatekeeper
stands for mindfulness. The swift pair of messengers stands for
tranquillity (samatha) and insight (vipassana). The commander of the
fortress stands for consciousness. The central square stands for the
four great elements: the earth-property, the liquid-property, the
fire-property, & the wind-property. The accurate report stands for
Unbinding (nibbana). The route by which they had come stands for the
noble eightfold path: right view, right resolve, right speech, right
action, right livelihood, right effort, right mindfulness, right
concentration."
I think the above quote should be self-explanatory. Also, please see the Upanisa Sutta quote above, which I quote again below:
Conviction has stress & suffering as its prerequisite. Joy has
conviction as its prerequisite, rapture has joy as its prerequisite,
serenity has rapture as its prerequisite, pleasure has serenity as its
prerequisite, concentration has pleasure as its prerequisite,
knowledge & vision of things as they actually are present has
concentration as its prerequisite, disenchantment has knowledge &
vision of things as they actually are present as its prerequisite,
dispassion has disenchantment as its prerequisite, release has
dispassion as its prerequisite, knowledge of ending has release as its
prerequisite."