what is your narcissistic fantasy? i imagine myself as an emperor thousands years ago with unlimited power. i would build myself a forbidden city style palace. i don't care much what it looks like, just that it took an enormous amount of effort and time and suffering to construct. at least 10000 laborers died under it's construction. i would build a monument out of their skulls. within this palace i would have 10000 concubines. these concubines are gifted to me from the upper classes of my empire, as proof of their loyalty, to humiliate them and keep them in check. those who refuse to give me their daughters will be sent to gulag and become forced laborers until they die of exhaustion.
my concubines will be treated harshly. any slight misbehavior and defiance they will be killed. every year the bottom 1000 will be culled, cooked and eaten in rituals like those of aztecs. the concubines will be in a constant power struggle to prevent themselves from culling. it will be a soviet gulag style mentality wherein only the most sadistic survive.
My selfindulgence fantasy is basically a whole fantasy setting where my self-insert is an officer in a world war type of scenario, and he goes on adventures and performs heroics and ultimately saves a princess from distress and marries her.
A funny thing, but he's a former child slave from the evil empire, and that evil empire is ruled by someone very much like OP.