Athol Kay talks about goofing off on his day off, and makes a key point at the end- being sexy is largely about having energy.
This ties in to self-improvement in that if working on yourself is a chore, you will be tired and a drag. Doing stuff that is fun and makes you fun, or cool and interesting is the key. I don’t think he has ever said anything about going to a shrink or reading self-improvement books to become more alpha. He does mention getting in shape and losing weight all the time though.