On-policy self-distillation trains a reasoning model on its own rollouts while a teacher, often the same model conditioned on privileged context, provides dense token-level supervision. Existing objectives typically weight the teacher's token-level signal uniformly across a chain-of-thought sequence, despite substantial variation in the entropy of the teacher's predictive distribution. We propose EGRSD (Entropy-Guided Reinforced Self-Distillation), which unifies token-level updates through three signals: a reward-grounded direction, a teacher-student likelihood-ratio magnitude, and the proposed teacher-entropy confidence gate that down-weights high-entropy token positions while maintaining a nonzero lower bound on every token weight. We further introduce CL-EGRSD, a causal-lookahead variant that distinguishes sustained high-entropy spans from transient high-entropy positions whose following context rapidly becomes low entropy. Experiments with Qwen3-4B and Qwen3-8B in thinking mode show that EGRSD and CL-EGRSD advance the accuracy-length frontier among the compared trainable methods.