When bungled bolt is blocked by an enemy the 1 self damage is also prevented. Not tested for any other self damaging card, but I would assume they function the same way.
That's an interesting one, because it's performing to spec. When a card is blocked, it's effect is cancelled. In this case, the self damage is part of that effect. I admit though that this doesn't seem quite right. Perhaps the card should be rewritten to say "when you play this, take one point of damage" so that the self-damage happens immediately on play before the card can be blocked.
You can also block the one point that comes back at you. That's what I thought the subject of this bug meant, so thought I'd mention it. Bet you can reflect it too.