Yes, do not use the Auto mode. Use the Programmed Auto Mode. The Auto mode defaults back to the factory parameters after every use. it is for the benefit of those that are starting out in photography and has not yet developed habits that make them check the settings of the camera after use.
Somehow that was not what I wanted to hear.
I guess they just don't have peanut butter and jelly donuts here.
A better solution is to get a remote shutter release and you can keep it on the remote for about 15 minutes and set the camera to respond in timed increments or instant response if you want. A much better solution than a self timer.