That's not what Jhonen says. In his own words:
"I could write about a transvestite circus midget, and that midget would be every bit me, because he comes from MY mind, like all of my characters. What defines me as myself is the set of thoughts I choose to ACT uon, not just what I think... That guy in the book is JOHNNY! Not me.
Vasquez doesn't give interviews often, but there's a pretty good one at Suicide Girls. It's pretty long, so I'll just post a link, but everyone should check it out.
http://suicidegirls.com/words/Jhonen+Vasquez/