Not 100% on this, as I haven't tried it.

I have heard though, that you can use Self-Destruct/Final Sting to complete Masked Carnival Challenges easier (the boss has 45% or less health in some cases).

So, if it can be used to complete the Carnival, it might work on Spells you can learn there.

I don't think it works for World/Dungeon spells though, as like Eclipse said, you'd be dead before you could learn it.