I don't think "Rigdzin Dupa" is anuyoga, per se. There may be "anuyoga" explanations of it, or means of approaching it that way--from my experience, it seems to have the hallmarks of a Mahayoga practice explicit in the sadhana itself.
The quote from Von Schaik is interesting, but wasn't Lama Gongdu a much earlier terma cycle? And even earlier, Nyang Ral Nyima Ozer? The texts I've seen from both of these tertons seem very much like Mahayoga-style practices, to me......but what do I know?
I don't know if Dzogchen practice "requires self-initiation," that's not for me to say, but it seems clear that, early on, sadhanas that likely included self-initiation sequences (and tsoks, and things like Protection Circles, and Torma Offerings, and various other techniques) were quite prevalent in Nyingma.
In fact, the whole history of Anuyoga, and the Gongpa Dupa Do, is really quite fascinating, and almost appears to be a bridge between the unfabricated, unelaborated "practices of Ati" and the elaborate, liturgically-based practices of Mahayoga. I know "Anuyoga" is usually presented as a sort of "instant generation, with emphasis on body mandala and especially subtle body/completion stage with characteristics" techniques, but I think going back to the source texts, and the history, provides an added dimension and appreciation of the whole 9-yana scheme in general, and of the 3 Inner Yanas, especially.