Cole,
I see a couple of red flags here that you may want to be aware of. You state: "I figured this would be a good way to build some page authority up for deeper pages for small businesses that can't seem to garner any attention with content / links."
From this and from your profile showing you working with an agency, this work appears to be client work. First suggestion is this: For any business you are doing SEO for, start with "While we would all like overnight results, SEO will not provide that. You must be patient or risk having your entire site disappear from the search engine results because you/we did things to expedite the process that the search engines consider negative. We understand that some of your competitors may do these "negative" things and they may get away with it for a while; but, as your agency of record we cannot put you in harm's way for the sake of having you rank quicker."
Can't seem to garner... with content/links. This is where you derail the issue in that you are trying to gain attention and I would assume that means rank improvement. You are wanting a directory to provide this "attention," and if the small business is a restaurant in Lafayette and the directory is Yelp, then you are probably going to be OK, and I would want a link to the menu page specifically.
While there is no list of bad directories per se, there are really only a few that are truly relevant to a given business IMO. The problem will arise in the number of "directories" you are using for this practice. The biggest negative will be around the link velocity for a given business. So, if your business has no links (attention) and two weeks from now you have put them on 30 directories no matter how great they are, you are creating a potential problem for them.
So, instead of "directories" I would suggest for your purposes you use some specific sources (I am only suggesting these as a substitute to what I fear may be less obvious directories.): BBB, Angie's List, YP, Yelp, CitySearch, etc.
Be very careful as well with any directories that you maintain some sense of control over the listing. There are directories that will put you in a sidebar, etc. in a paid listing and it generates a link from thousands of pages; you do not want this to happen to a client and it does.
I hope this helps you out, good luck,
Robert