Wearable EEG devices have emerged as a promising alternative to polysomnography (PSG). As affordable and scalable solutions, their widespread adoption results in the collection of massive volumes of unlabeled data that cannot be analyzed by clinicians at scale. Meanwhile, the recent success of deep learning for sleep scoring has relied on large annotated datasets. Self-supervised learning (SSL) offers an opportunity to bridge this gap, leveraging unlabeled signals to address label scarcity and reduce annotation effort. In this paper, we present the first systematic evaluation of SSL for sleep staging using wearable EEG. We introduce a structured benchmarking framework encompassing a range of SSL paradigms and propose a specialized pipeline tailored to the wearable EEG domain, evaluating them on two sleep databases acquired with the Ikon Sleep wearable headband: BOAS, a high-quality benchmark containing PSG and wearable EEG recordings with consensus labels, and HOGAR, a large collection of home-based, self-recorded, and unlabeled recordings. Three evaluation scenarios are defined to study label efficiency, representation quality, and cross-dataset generalization. Results show that SSL consistently improves classification performance by up to 10% over supervised baselines, with gains particularly evident when labeled data is scarce. SSL achieves clinical-grade accuracy above 80% leveraging only 5% to 10% of labeled data, while the supervised approach requires twice the labels. Additionally, the proposed domain-specific SSL pipeline outperforms the evaluated general-purpose EEG foundation models across all scenarios. Our findings demonstrate the potential of SSL to enable label-efficient sleep staging with wearable EEG, reducing reliance on manual annotations and advancing the development of affordable sleep monitoring systems.