I was in Zermatt back a few years ago by myself. At the resort I checked out folks skiing up Monte Rosa. It looked pretty straightforward, so I decided to go for it on my own. I didn't make it all the way to the summit, but I did get pretty high up. The ski down was great.
I don't know all the tours up there, but the one I did was pretty easy to figure out without a guide. A few days skiing in the resort with some time scoping the slopes and I bet you can come up with something that you don't need a guide for.