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Deep learning is the essential building block of state-of-the-art person detectors in 2D range data. However, only a few annotated datasets are available for training and testing these deep networks, potentially limiting their performance when deployed in new environments or with different LiDAR models. We propose a method, which uses bounding boxes from an image-based detector (e.g. Faster R-CNN) on a calibrated camera to automatically generate training labels (called pseudo-labels) for 2D LiDAR-based person detectors. Through experiments on the JackRabbot dataset with two detector models, DROW3 and DR-SPAAM, we show that self- supervised detectors, trained or fine-tuned with pseudo-labels, outperform detectors trained using manual annotations from a different dataset. Combined with robust training techniques, the self-supervised detectors reach a performance close to the ones trained using manual annotations. Our method is an effective way to improve person detectors during deployment without any additional labeling effort, and we release our source code to support relevant robotic applications.