Self efficacy is easy to recommend, but how do you build students’ belief in their ability? The obvious ways are to state clearly what you want them to do, and give them steps along the way (scaffolding). Teacher preparation and clarity seem obvious, but I see many cases where teachers have produced overly complex lessons, and then compound the problem with long complex explanations of the lessons.
I don't quite understand the point on grade goals. Presumably students are attempting to pass their courses, or where some higher level of achievement is needed, to reach that level. What does worry me is where students have set unnecessarily high goals. As an example, some students will ask for a regrade on the basis they are aiming to get a high distinction (80%) for all assessment items. There are ways to counter this with the assessment scheme, for example having just a pass/fail grade for some tasks.
Schneider, M., & Preckel, F. (2017). Variables associated with achievement in higher education: A systematic review of meta-analyses. Psychological bulletin, 143(6), 565. URL https://www.uni-trier.de/fileadmin/fb1/prof/PSY/PAE/Team/Schneider/SchneiderPreckel2017.pdf