If Wells had put the bomb on himself, and knew it was about to go off, this would be a mighty strange thing to say. Really sounds to me more like a simple guy, desperate with fear, hoping that his nice and reliable boss who knew him well would 1) be worrying about his prolonged absence, and 2) be able to assure police that Wells hadn't done this himself. POSSIBLY (but again, no inklings of this from any acquaintances who've talked to the press), the boss was the perp and had taken advantage of this simple-minded employee. I don't really think so though, as Wells had earlier referred to "he" putting the bomb around his neck and turning the key to start the timer, but didn't mention the "he" being his boss.
And food for thought: I've so far seen reports of 4 prior collar bomb incidents, 2 fictional (a TV show and a Tom Clancy book), and 2 real (both in South America). These all involved someone putting the bomb on an unwilling victim. My guess is that somebody got the idea from one of these sources and copied it. For a simple pizza delivery guy to get this idea from one of these sources (much less out of his own mind) and then decide to vary the scheme by putting the bomb on HIMSELF just strikes me as extremely unlikely.