After Bachelor in Physics - Research? I'm finishing Applied Physics this month, and the next I will finish my other bachelor degree, engineering. I have many ideas for starting my own research (at the frontiers - not doing things already attempted) and I feel like it would be a waste of time to attend a graduate course, also because I learn more on books than from listening lectures. 

In my specific case, I already started attending conferences since a couple of years and presented a poster at one of them. I'm interested in theoretical physics and the possible connections with biology.

Does it make sense to try for one year to do something on my own and see how it goes?

I think that people here sometimes get annoyed at me for reason I don't really understand, so I will explain: I read quite a lot of papers until now, so I have some idea of how it goes nowadays. I don't really want to pollute ArXiv with some utter nonsense, but rather the contrary. My aim would be to learn what I would learn in a normal course, by myself, more deeply, and not only basic things of everything. This example here shows some good resources. For example Feynman learnt calculus by himself, but better. In modern times there are many resources for self-teaching and something like Physics from a theoretical viewpoint should be perfectly doable and learnable from books on my own, like for programming or Biology. Anyway maybe this question is more suitable for Quora?
To be able to do meaningful research, "hav[ing] some ideas" is not enough. Also, graduate school isn't just "two years of forced learning by repetition". Many graduate courses are very resourceful and teach you the essentials to understand what has been done in the areas you're potentially interested in.

While it is possible for you to learn on your own and do high quality research, your picture of grad school doesn't reflect reality.