I think the Preamble cannot contain a list of participating states because it is not known which states’ citizens will ratify it. Also not sure if the citizens can ratify a fill-in preamble or if they do, whether the preamble can be later filled in (by whom and will it still be the ratified constitution?).
The US constitution refers to the name of the then already existing confederal body which was (also) named the United States. If we want to keep the analogy we need to put “citizens of the European Union” here. Alternatively, the US constitution uses “several States” to refer to the states participating in the federation without naming them. Perhaps this could be changed to:
“We, the Citizens of the several European States,”
Thanks for your comments and/or preferences.