The self-anchoring expansion gap assembly for refractory lined vessels such as a gasifier includes a substantially annular insulating blanket structure formed of compressible refractory material. A coil of rope formed of relatively incompressible refractory material is positioned proximate an outer periphery of the insulating blanket structure. The expansion gap assembly is placed in an expansion gap of a gasifier, for example, such that the coil of rope aligns with an annular channel formed in the refractory lining of the gasifier at the expansion gap. Compression of the expansion gap assembly locks the coil of rope in the annular channel of the expansion gap thereby resisting vacuum pullout. The coil of rope can be formed as a single coil or a plurality of substantially concentric coils preferably from a single length of refractory rope.