I think it has been associated with OCD mostly, rather than other types of SI. I found this interesting article:

http://www.childadvocate.net/Skin-pi...s_Behavior.htm

I bite my fingernails (which is similar to skin picking), have for as long as I can remember and I was in therapy for anxiety problems. I know some people bite their cuticles instead of their fingernails.

Are you seeing/did you see a counselor or anything for your "difficult issues"?