Close-hole roof-cutting technology (CHRCT, also called “dense drilling”) has been widely applied in coal mines due to its economic and safety benefits. Inappropriate cutting parameters and support schemes can lead to dynamic pressure disturbances in self-forming roadways with thick and hard roofs. Moreover, fully characterizing the procedure and process of self-forming roadways using CHRCT in the field is difficult, resulting in unconvincing results. Therefore, this study aims to fill the gaps in theoretical knowledge and methodology. First, the dynamic pressure characteristics of the self-forming roadway using CHRCT were investigated, and the dynamic pressure types of the roadway were classified. There are three main types: roof cut off along the coal wall side of, severe deformation, and overhanging roof of a roadway after the second working face mining. The effects of different hole parameters (inclination angle, depth and spacing) on the roof cutting to form a roadway were also investigated. The optimal hole inclination, depth and spacing of 15°, 8 m, and 200 mm were determined through a series of experiments. Then, three support schemes embedded in the roadway were compared in terms of stress evolution, bolt and cable axial forces, roof displacement, and structure. Finally, this study proposes a dynamic pressure mitigation strategy through the optimization of parameters for close-hole roof-cutting and support schemes, monitoring and controlling ground pressure in roadways, and taking auxiliary measures for pressure relief. The results show that this strategy can effectively eliminate the dynamic pressure of the roadway and meet the stability requirements of the full mining cycle. This paper presents a methodology for analysing CHRCT via numerical simulation. Moreover, this approach is of great theoretical and practical importance for dynamic pressure control for self-forming roadways using CHRCT in thin coal seams with thick and hard roofs.