Native phages only might work if there is some underlying bacterial infection.
You could add some surface bound payload to the phage, like it is done in phage display, if you're planning some library screening in order to identify target molecules or to select and improve binders. However, I'd expect an immune reaction and subsequent quick deactivation by the immune system if you apply such constructs repeatedly to an animal or a human.
Excluding using phage as delivery vehicles for peptide therapeutics like Wolfgang eluded to, I think to answer your question would depend upon whether an underlying bacterial infection by a specific species is the triggering event for an autoimmune reaction. If that were the case, one might be able to make an argument for bacteriophage therapy (possibly). But I think it not likely.