You are a therapist who teaches people to identify and eventually rid themselves of unpleasant thoughts that keep emerging during pain episodes and to replace them with coping self-statements instead. you are practicing self-instruction training, which is a form of:

I believe the answer is: Cognitive intervention
Cognitive intervention refers to a form of psychological treatment that aimed to eliminate the source of psychological problem on conscious level.
Because of this, the introspective approach that included in self-instruction training would be essential for the patients to identify the type of problems that they face.