I mean at least you have to assume Personas aren't a Japan-exclusive event in universe. Since the Collective Unconsciousness is, well, COLLECTIVE.
As for other ways to intercept your own Shadow, that does seem to be the only real hangup to getting your Persona (naturally, unless you like shooting yourself in the head repeatedly). Every Big Bad seems to like warping the Unconsciousness into its own playground which seems to end up changing how people run into their Shadows and how people get there in the first place.