MTW's gravitation has a formula for binding energy on pg 604, but their formula won't converge for the case which you describe. Certainly if you plug 0 into the Newtonian formula you won't get a finite binding energy.
Note: MTW's expression uses geometric units, where G=1.
I believe a taylor series expansion of MTW's formula will show that it gives an answer which is always greater than the Newtonian one, so I don't see how you can get any value other than infinity when r=0.
MTW's formula:
[tex]-\int_0^r \rho \left[ \left( 1-2m/r \right)^{-\frac{1}{2}} -1 \right] \,4 \pi r^2 dr[/tex]
##\rho## is the density, which in general a function of r that depends on the equation of state of whatever is composing the mass. m is not the total mass, but the mass inside radius r, so it's also a function of r. ##\rho## is the proper density, i.e. the density in a locally Minkowskii frame.
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## m(r) = \int 4 \pi r^2 \rho dr## see pg 603. This equation for m(r) is only valid in Schwarzschild coordinates.
Taylor expansion for m/r < 1
[tex]-\int_0^r \rho \left[ \frac{1}{2} \frac{2m}{r} + \frac{3}{8} \left( \frac{2m}{r} \right) ^2 + \frac{5}{16} \left( \frac{2m}{r} \right)^3 + ... \right] 4 \pi r^2 dr[/tex]
If you take only the first term of the taylor series expansion, you get the Newtonian result.