Saying 'yes to all' using rm -i

Well, this doesn't really answer your question. But instead of using rm -i, consider aliasing rm to rm -I:

The man page states:

-I     prompt once before removing more than three files, or when removing 
       recursively. Less intrusive than -i, while still giving protection 
       against most mistakes

in your ~/.bashrc, put:

 alias rm='rm -I'

this is actually useful!

No.

(Unless you find a way to flip the 'interactive' bit with a debugger.)

If you are running in screen (a good idea in general), you can do:

ctrl-a : exec .! yes y

This would cause screen to run the 'yes' command with y being the output, and direct said output to the running program (rm -i).

Just check first using ls *.bla and then rm -f *.bla maybe?

Use caution!