Just make sure you don't confuse emptiness (
shunyata) with the (frequently misunderstood) Hindu concept of
maya like I did for a long time. Everything is NOT an illusion, the material world itself is as real and as solid as it gets. It's the
observer that suffers from delusion, a purely subjective, perceptual phenomenon; it's not the fault of the physical world that we're fooling ourselves about it so persistently. It continues to exist the way it has always had, it's only our interpretation of it that is at fault. The emptiness as well as the no-self teachings are difficult to understand, and I think it's great that Zen is so strongly experiential and doesn't put much store by words.
The clever thing about Buddhism is that it sometimes doubles back on itself, for example when it says that striving for enlightenment may become one of the very attachments one seeks to eliminate, that it can become an obstacle in your path; it's basically an ego trap, same as devoutly clinging to the teachings of the Buddha, and that goes for other philosophies of self-development as well. Or the Buddhist stock phrase of having compassion "for all sentient beings" - for a long time, I was unaware that this also included
myself until I recently read it in several books. Consequently, being hard on oneself and hating oneself for backsliding is ultimately counterproductive.
I'm currently discovering Buddhist psychology, mainly the
, and man, it's a revelation! Some very nifty thinking has gone into those doctrines, and I think everybody could profit from studying them, not only Thelemites.