When I needed to write self-contained AWK script that would process the same file each time it was invoked (say, from /proc filesystem), I did the following:
# ARGV is the filename of the script itself.
ARGV = "/path/to/file"
# Set ARGV length.
ARGC = 2
This way it behaves as if the file was provided as command line argument.
Should work for more than one file, but I haven't tried that.