Academic integrity problem in PhD proposal to reuse ideas/ self-plagiarize? Is there any integrity/plagiarism issue if I use ideas I developed/argued in my master's essays and dissertation in the PhD proposal? Can I do this? What can I do to prevent potential problems?

Edit: none of those essays or dissertation are published, if this helps clarifying. So even that they're not published, I should cite myself as I would with published work?
You may use the ideas for your PhD proposal. Ideas, unless patented, are free and can be passed between people, projects, institutions, etc.

However, do make sure that the source of the original idea is attributed. Particularly when other people contributed to the ideas, attribution is due (from an ethical point of view). 

This might be done in the following way: 'I propose to investigate the method that was developed by my supervisor , my lab partner , and myself, described in my master thesis [reference], in the following way ...'

I would certainly advise to reference your master thesis (even if it is not publicly available), since it is a perfect source where the ideas can be found in an elaborate written form.