Let's see, first of all the Files are written in the first person. They are written from Harry's point of view, he is also the focus of a lot of it. Is this narcissism? Or the fact that he is at the center of a lot of it. Memoirs are like that, Harry does play a major role, not just that he sees himself in the major role.
Grandiose sense of self-importance. ...
I don't think Harry sees himself grand or self-important.. Others might, in his memoirs Harry reports that. Now it could all be a lie.
Lives in a fantasy world that supports their delusions of grandeur. ...
Harry knows he is a powerful wizard, but he is constantly saying this wizard or that is more powerful, or a better person. It isn't a delusion that he is a star born, that he is the Winter Knight or that he is Warden of Demonreach. Those are facts.
Needs constant praise and admiration. ...
We all need a little praise and admiration from time to time, Harry is no different. However he doesn't beg for it nor does he need to be admired by others. He notes when he is praised, but if it actually happened it is just a note in the files..
Sense of entitlement. ...
We all think we deserve or are entitled from time to time, Harry doesn't seem to have a sense of false entitlement beyond what is his due as a wizard.
Exploits others without guilt or shame. ...
If you don't get that Harry feels guilt and shame sometimes out of proportion to what is he due, then I am not sure what books you are reading. I don't think he goes out of his way to exploit others either. If someone saves his bacon, he admits.
Frequently demeans, intimidates, bullies, or belittles others.
That doesn't fit Harry.