In this module of Living in the Path, Lama Zopa Rinpoche gives extensive teachings on how the I that appears to us and that we believe in is a TOTAL hallucination. It includes a wonderful debate with the Kopan November course teacher on not finding the merely labeled I anywhere. Rinpoche skillfully concludes the debate by saying: 

It doesn’t exist on the aggregates, but it exists down below the aggregates. According to you, your merely labeled I exists on your dingwa, down below your aggregates. So your aggregates are sitting on your merely labeled I! 

In short, you are sitting on your merely labeled I. There is your dingwa, there is your merely labeled I, and then your aggregates are sitting on [your merely labeled I]. So you have a double cushion: one is your dingwa and one is your merely labeled I, and your aggregates are sitting on them!