The First Circuit has determined that it might have jurisdiction review the denial of a sua sponte motion to reopen, if the motion raised constitutional claims. However, because the Court concluded that the petition for review should be denied on other grounds, it did not conclusively answer this jurisdictional question.
The full text of Ramirez Matias v. Sessions can be found here: http://media.ca1.uscourts.gov/pdf.opinions/16-2474P-01A.pdf