You scribe the circle and runes when creating the glyph.
Glyph of warding:
Spell Glyph. You can store a prepared spell of
3rd level or lower in the glyph by casting it as part
of creating the glyph.
...
At Higher Levels. ... If you create a spell glyph, you can store any spell of up to the same level as the slot you use for the glyph of warding.
Teleportation circle:
As you cast the spell, you draw a 10-foot-diameter circle on the ground inscribed with sigils
(PHB, p. 246 and 282, emphases mine).
To put the teleportation circle in the spell glyph, you have to cast it, including drawing the circle and sigils. You can't have them drawn when the glyph is triggered.
Yes you can cast spells that target self into the glyph
Spells that target "self" meet all the criteria for allowed spells
Glyph of Warding describes all the limitations for which spells can be stored in it:
You can store a prepared spell of 3rd level or lower in the glyph by
casting it as part of creating the glyph. The spell must target a
single creature or an area.
There are no other limitations.
Since spells that target "self" only target a single creature explicitly they meet the single-target criteria.
Targeting - specific beats general
One might wonder how a "self" spell would be targeted upon the glyph being triggered, but the spell covers that as well:
If the spell has a target, it targets the creature that triggered the glyph.
Does a spell that targets self have a target? Yes. So, according to the spell that self spell will now target the creature that triggered the glyph.
Specific beats general. So this supersedes the restriction that self spells only be able to target the caster.
In order for this spell to function as designed, it necessarily supersedes the normal targeting rules for spells with its description.
It's worth noting that this spell also necessarily supersedes several other major general rules (Spellcasting effects, concentration) with its specific effects in order for it to function.
Thus, there is absolutely no reason why this isn't fully allowed.
The spell's wording has changed
It is worth noting that an older version of the spell description began with the line:
When you cast this spell, you inscribe a glyph that harms other creatures.
However, the spell has been the subject of errata, and the first line now says:
When you cast this spell, you inscribe a glyph that later unleashes a magical effect.
This appears to be a confusion point.
Best Answer
Yes, this would work
If this would make sense depends on what you have in mind with it.
As others have pointed out, there is a cheaper and simpler method to relay a message to a creature in the place where you would install the glyph: use a Magic Mouth spell. Both can deliver 25 words. It'll cost you only 10 gp vs 200 gp for the glyph, and can be set to be reusable.
However, Magic Mouth will lack the ability of Glyph of Warding to securely discern creature type or alignment, or its ability to make dumb creatures or those that speak other languages understand it, so if these are important to you, you may prefer the more costly glyph.
If what you care about is the response they can send, maybe because you want an ally of yours to trigger the glyph to send you an emergency message while you are away from home, I think that also would work: you still are the caster sending the original message. Just keep in mind that the response is optional, so if an intruder triggered the glyph, they could opt to not respond, and you would be none the wiser.