Open problems are clearly defined problems1 that have not been solved. In older fields, such as Mathematics, the list is rather intimidating. Rationality, on the other, seems to have no list.
While we have all of us here together to crunch on problems, let's shoot higher than trying to think of solutions and then finding problems that match the solution. What things are unsolved questions? Is it reasonable to assume those questions have concrete, absolute answers?
The catch is that these problems cannot be inherently fuzzy problems. "How do I become less wrong?" is not a problem that can be clearly defined. As such, it does not have a concrete, absolute answer. Does Rationality have a set of problems that can be clearly defined? If not, how do we work toward getting our problems clearly defined?
See also: Open problems at LW:Wiki
1: "Clearly defined" essentially means a formal, unambiguous definition. "Solving" such a problem would constitute a formal proof.
We aren't really Bayesian reasoning machines at all, and it isn't really accurate to speak of us having a prior. We choose a prior in order to use Bayesian reasoning to analyze a situation, and we seek to bend our natural reasoning to a Bayesian template in order to improve its accuracy, but we cannot wholly succeed in doing so. So the problem you raise should worry someone building AGI, but it's not realistic to imagine a human agent becoming so Bayesian that they swallow the Solomonoff prior whole and are literally unable to contemplate super-Turing Universes.
I don't think it's unreasonable, therefore, to adopt the Solomonoff prior as a useful model to aid reasoning and discussion, and rely on our human ability to make and adopt a new, super-Turing model if some more general prior would have favoured it.