This Yablo's paradox seem self referential to me. The statements are making claims about a series of statements of which they themselves are part of. I see the statements only making claims about subsequent statements... but still.
How about, rather that banning "self references", you have a more carefull phrasing requiring all structures to be fully and independently defined before you start asking questions (or making claims) about them? (No side effects from the question please). Does this avoid all Goedelish paradoxes?