First: Is there something better than bliss? Is bliss different than what the economists would call utility?

Very different — utility is about the things you consider valuable, and bliss is one feedback signal that tells you (often incorrectly) that you're doing something valuable (or, more generally, tells you to keep doing whatever you just did). This distinction is explained pretty well in Terminal Values and Instrumental Values, in the part starting at "Consider the philosopher who asserts..."

it would be wrong to ignore the very real fears noted by Mass_Driver

I don't disagree with that.

I expect it may be somewhere in a part of the sequences I haven't read.

Off the top of my head, this is touched on in Why Truth? and Incremental Progress and the Valley. Though I feel like I'm forgetting at least one good one.