It is important to know which sadhanas of Dorje Shugden we can practice on our own.
Venerable Geshe Kelsang Gyatso Rinpoche explains in his commentary Heart Jewel that anyone with faith can practice the the common (short) sadhana of Dorje Shugden regardless of whether or not they've received Highest Yoga Tantra initiation or an initiation of Dorje Shugden. If we wish to practice the middling or extensive sadhanas we need to have received Highest Yoga Tantra initiation because in these sadhanas we are engaging in actions that can only be performed while we are self-generated as our Yidam such as blessing offerings, mantra recitation, dispelling hindering spirits, torma offerings and so forth.
Though we may perform the middling sadhana and the extensive Kangso in a group, it is important to realize that we are not really meant to recite certain elements of the sadhana such as the self-generation as the Yidam, blessing offerings, mantra recitation, and torma offerings...it is the same if we were to sit in on self-initiation before completing a qualified close retreat. These things are not simply traditions set up out of some power trip or to be exclusionist, they are explained in the Tantras themselves for reasons, and if we do not respect this, well, how on earth do we expect to make progress without respecting the words of Buddha and observing the vows and commitments even if we haven't formally received them yet?
You may think its no big deal, but we are talking about karma and some very subtle things happening in the mind that we shouldn't be naive or dismissive about. There are systems put in place for very important reasons which essentially guide us directly to the attainments, so best to humble ourselves before the Holy Beings and follow their advice. Just sayin'.
