What you really have are (usually) immediately executed lambdas whose results are stored in a variable in order to limit the scope of their internals. "IEL" isn't as catchy as "self-calling functions", so I guess that's why the real name never caught on.
The thing is though, that's entirely too low-level; it's an implementation detail that nobody cares about (it's like saying "here be for loops"). Generally, when you're using those immediate-execution functions, the reason why you're using them is because you're making some sort of a module, which needs its own namespace.
If that's the case, then instead of saying "self-executing functions", you should say "this script contains modules that do <stuff>". Otherwise, you should figure out what you're trying to do with the functions, and say that's what's in your script.