New Order #2: Turn My Way

JavaScript (ES6), 65 bytes

1-indexed.

n=>{for(o=p=[k=1];o[k]|~-(i=p^k)&i?k++:k=o[p=k]=!!n--;);return p}

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Commented

n => {                  // n = index of requested term
  for(                  // for loop:
    o =                 //   o = storage object for the terms of the sequence
    p =                 //   p = last term found in the sequence
      [k = 1];          //   k = current term
    o[k] |              //   if k was already encountered
    ~-(i = p ^ k) & i ? //   or (p XOR k) has more than 1 bit set:
      k++               //     increment k
    :                   //   else:
      k = o[p = k]      //     set o[k], set p to k
        = !!n--;        //     stop if n is equal to 0 or set k to 1; decrement n
  );                    // end of for()
  return p              // return p
}                       // end

Jelly, 26 20 bytes

ṀBLŻ2*^1ị$ḟ⁸Ṃ;
0Ç⁸¡Ḣ

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A full program that takes n as the single argument. Works for all test cases. Also note that, although not required, it handles n=0.

Explanation

Helper link: find next term and prepend

Ṁ              | maximum of list so far
 B             | convert to binary
  L            | number of binary digits
   Ż           | 0..above number
    2*         | 2 to the power of each of the above
      ^        | exclusive or with...
       1ị$     | ... the most recent term in the list so far
          ḟ⁸   | filter out anything used already
            Ṃ  | find the minimum
             ; | prepend to existing list

Main link

0              | start with zero
 Ç             | call the above link
  ⁸¡           | and repeat n times
    Ḣ          | take the last term added

Java (JDK), 142 138 124 123 132 130 98 bytes

• increased to account for import, saved a byte thanks to @kevin-cruijssen
• switched collection to int array thanks to @olivier-grégoire

n->{int s[]=new int[9*n],j,k=0;for(;n-->0;s[k=j]++)for(j=0;s[++j]>0|n.bitCount(j^k)>1;);return k;}

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