**As of the Smugglers Run update (1.41): Works**
This has been sent to me via PM by IceDree so give him props for this one.
1. Join public session.
2. Go to Xbox Settings > Network > Network Settings.
3. Choose Test NAT Type.
4. Perform said test.
5. Wait a few seconds or until the GTA V Ready To Play notification pops up.
6. Return to GTA.
7. You are in a Solo session now. If it doesn't work, repeat steps 4 to 6.
9. Profit .
This method requires the latest dashboard update for the Xbox One.
"Upside is no one will ever join your session again, until you restart the game of course.
Downside is you can't do anything that requires leaving the current session (Race, Contact Mission, ..etc). If you do, you'll get network errors & the only to fix that is by restarting the game.
You can stay as long as you like in the session & your progress will be saved without issues like normal."
This may not work inside interiors such as an office, clubhouse or MOC. Please try this method in the streets.
Old method (may still work for some):