A big question is: how can you hold such agents accountable? If you were just going to hire agents to give you advice, to change your actions just by persuasion, that would be a different and easier matter. We often collect and hire folks to advise us on our actions. No, these agents could be authorized to stop you from doing things even when they have failed to persuade you they are right. (Perhaps you could overrule their advice only if you paid some large previously-agreed on penalty.)
One approach is to limit yourself to situations in which your agent can, given enough time to argue with you, later convince you of the wisdom of their advice. A wise uncle whose advice often doesn't seem right at the time, but whenever you've gone back to question him about it later, he usually seems to be able to convince you he was right.
More formal rationality agencies (tm) might perhaps hang out shingles, validating themselves to customers based on the frequency with which they were later able to convince customers of the wisdom of their interventions.
But the case where your agents are never able to convince your their intervention was appropriate seems much harder. How could you decide that such an agent was trustworthy? I suppose you could use agents where you agreed that their intervention with other people was what those other people would have wanted, had they been rational, but this sounds tricky.
It seems that many folks think that legislators often serve as such rationality agents, preventing their voters from taking certain supposedly irrational actions. But it is not clear to me that electoral methods of accountability are up to this task. Has anyone ever asked people forbidden from actions by law, many years later, if they are glad they were so forbidden?
One might object that if rationality agents were legal, they might be imposed on folks whom mental health professionals deem mentally-ill, and the concept would soon be extended to receivership agents for those in debt, probation agents for those on probation or parole, or for non-local parental control of children. (Bob Cooperman raised these points.) The prospect of such a slippery slope might indeed be a reason to reject this idea, at least in a world like ours.