I don't know how the situation will change in the future as there seems to be ongoing chaos with GoDaddy/Afternic/Dan, but for now what I've found is: you need to have an Afternic account, at minimum. I went through removing fraudulent listings on Dan first, so please take that into consideration when reading this.
If the fraudulent listings originate from Afternic:
1) Create Afternic account
2) Upload list of your domains to them
3) Verify your domains with Afternic
4) Set domains as unlisted for sale
This will remove the fraudulent listings from the Afternic network and prevent others from listing them again as long as you own the domains and keep them verified.
If the fraudulent listings originate from Dan:
1) Create Dan account
2) Upload list of your domains to them
3) Verify your domains with Dan
4) There is no option on Dan to unlist the domains and keep them verified, so you have to set them as offer only and make reserve offer so ludicrous and high that no one will make an offer on the domain.
However, if you see a fraudulent listing on Dan and verify the domain on Dan, but if the fraudulent listing originated on Afternic: Verifying on Dan will only remove the listing from Dan and the Afternic listing will still remain across the Afternic network.
I don't see any other fraudulent listings for my domains that originate on Dan so I can't try verifying on Afternic first, to see if it also removes it from Dan. If that works, then having an Afternic account only may be possible.
I still consider this a shakedown and something that should be illegal. (if it isn't already)
As others have pointed to already, the fraudulent listers download lists from other marketplaces then upload them to Dan/Afternic and set higher prices. It's an easy scam with no overhead costs. I understand why they do it. If they don't get banned, it's sweet easy cash for any sale that does complete successfully. As more eyes get aware to this, I hope the scam grows causing more issues and frustration to eventually force GoDaddy to change their process. (Or have regulators step in and force GoDaddy to correct the problems they created)
I tend to think that GoDaddy execs sat in a boardroom years ago laughing about creating this evil situation. However, looking at what has recently happend with GoDaddy stripping functionality from Afternic without first incorporating those stripped features to GoDaddy: I start to think their boardroom meetings consist of a "wall of ideas" that they blindly throw darts at to make business decisions. *Chef's Kiss* to that stupidity.