Если вы добавите имена листов, которые вы хотите пропустить, в строку worksheetsToSkip = array("...
(ниже), то приведенный ниже код должен пропустить указанные листы.
Option Explicit
Sub FillBlanks()
Dim ws As Worksheet
Dim rng1 As Range
Dim rng2 As Range
Dim worksheetsToSkip As Variant
worksheetsToSkip = Array("Aggregated", "Collated Results", "Template", "End")
For Each ws In Worksheets
If IsError(Application.Match(ws.Name, worksheetsToSkip, 0)) Then
Set rng2 = ws.Range("L1:AB40")
On Error Resume Next
Set rng1 = rng2.SpecialCells(xlBlanks)
On Error GoTo 0
If Not rng1 Is Nothing Then
Application.Iteration = True
rng1.FormulaR1C1 = "=AVERAGE(R[-1]C,R[1]C)"
Application.Iteration = False
rng2.Value = rng2.Value
End If
End If
Next ws
End Sub