When I used to self-harm on a regular basis, I went through the same thing you're going through now. I can understand your frustration, because control is being taken away from you. However, when I looked deep inside myself at that time, I knew that I wasn't ready to have sharp objects around me. I first needed to learn WHY I felt the need to self-harm, and then find coping skills that I would actually use.
Once I reached a point of stability in my life, I was able to be around those sharp objects. I think it was important to establish that foundation first, and then afterwards during tough times, I could use those beneficial coping skills & my support system to get me through.
Take things one day at a time, you can do it!