Yielding in CLR is a good thing, as documented by the CLR Integration Team Blog on MSDN:
SQL Server 2005: CLR Integration : Who says tough guys never yield?
By properly yielding in CLR, you work within the cooperative scheduling that SQLOS is designed to do. You also get performance improvements in some cases as shown by their blog.
Jonathan Kehayias | Principal Consultant | MCM: SQL Server 2008
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Troubleshooting SQL Server: A Guide for Accidental DBAs[/url]