As I understand it, confirmation bias can occur even when a person challenge his assumption, in which case he will challenge it in a way that confirms it without realizing it. That's why always challenging one's assumptions is certainly valuable, but I think does not significantly help with this bias.
Yeah, this was sort of the crux of the paradox that make it hard to explain, you want to challenge your assumptions, but you want to detach yourself from your ego's' need to be right, so not challenge them too much. This is sort of like the "Don't be so open minded your brain falls out" thing, or maybe the opposite of that.
