Which author played the “self-mythologising” game the best?

One of the most interesting aspects of great authors is the mythology that eventually springs up around them. Their life, their philosophies, their health, the way these manifest in their work. But an aspect of I find especially fascinating are authors who actively played into and evoked their own mythologising, encouraging discussions about their life, forming their own narrative and playing with the narratives of others.

So, which author do people feel played this game the best? I’m sure there’s a better example, but Roberto Bolaño might be a good recent contender. He very much emphasised the political exile/wandering poet aspect of his mythology, and even comes complete with differing personal accounts and accounts from those who knew him.