According to Osho, you are seeking not a personal self (ego) but the Self: the universal, ever-present, no-self awareness in which all ideas arise and dissolve. Until this is realized, the religious longing remains. Pursuing ego-substitutes consoles but imprisons; dissolving the ego (fana) allows the real Self (baqa) to shine, bringing freedom, fulfillment, and true self-knowledge.
You’re really looking for the big, quiet space of awareness behind all your thoughts—not the little ‘me’ you imagine.