Bloodletting and Magic
I carved a chaos star on my left forearm some years ago as part of a two week long ritual. I spent the two weeks fasting in the wilderness and carved the star as part of an illumination ritual.
For the record, I'm not classified as a cutter, nor have I ever had significant mental health issues. I'd say if you're cutting because of being assaulted by "negative energies"(i.e. depression) it's more cutting as a release than as part of a spiritual exercise. It's important to note that the symbol carved has no real power - it is the power of the experience and the links the action forms in your magical consciousness that is powerful.
I've also done blood work involving Kali. I'd say anyone suffering depression should avoid blood work (period) but especially in conjunction with Kali. She's a powerful current who, at least in my experience, welcomes offerings of pain. She also tends to demand more and more. An option for those of you wanting to work with her but wanting to shy away from blood work: you might want to try endurance exercises. One ritual I used to do hinged on using parallel bars to hold my body off the ground. The fatigue and pain would act as an offering to her and would also put me in a deep trancelike state until my arms gave out.
So long as you don't have any body, or addiction issues the strenuous activity may help with mild depression, anxiety, or the occasional shitty day we all have. The euphoria from endorphin release is pretty intense. I understand runners often become addicted to rush of endorphin release.
Magic (especially as a life style) can be or rather is a highly transformative experience. The magician does not seek to escape reality, but rather engage it head on. The magician seeks a more comprehensive working relationship with reality. This involves intense experiences that require a sound state of mind. Any magical act could adversely affect someone suffering from depression, and if you are cutting or suffering severely, I'd strongly urge you seek therapy before diving into a magical life style.