A self-moderated topic has this warning on top:
This is a self-moderated topic. If you do not want to be moderated by the person who started this topic, create a new topic.
If you could change a thread into self-moderation later on, it wouldn't be fair for the users who don't want to be moderated by you.
An easy solution is to create a new thread, place a link in the old thread, and lock it.
I did that here:
New threadAfter 11 months, 13 pages and more than 9000 views I've closed
Pretty Addy Giveaway and re-opened this self-moderated thread. Now I don't have to facilitate "I don't understand"-posts spamming the forum. Questions are welcome of course, but not from people who don't bother to read this.
Since then, I start almost all my threads self-moderated.