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The Yellow Codex is apparently a Smoke Knight manual or guidebook; it may be their principal or only such book, or it may be one of many.
- I know, deep in my heart, that I really really really don't want to get munched by that thing.
implies that it is expresses a principle discussed in the sixteenth chapter which Violetta did not believe to be generally known, and that there may also have been a similarity in the words he used to express it. Alternately, Violetta may be invoking a clause that would force a Smoke Knight to identify him or herself as such regardless of whether or not s/he is presently undercover.
In our world the term codex is now reserved for manuscript (hand-written) books which were produced from Late Antiquity through the Middle Ages. Although technically any modern paperback coulde be could a codex. From this we can guess theat The Yellow Codex is an older and important book among the Smoke Knights if it exist and the distinction about it being the yellow would be unnecessary if it was the only of the Smoke Knights codex.