Rising Aerials
In PM yoshi can perform rising aerials, a mechanic from brawl. This allows you to keep the momentum from your double jump while doing an attack, though you still lose your double jump armor. To do it just hold down the jump button while you hit A. This is ridiculously useful.
Double Jump Land
When Yoshi double jumps he dips a little bit before he starts moving upward, if you double jump immediately after you do your normal jump the small dip from his double jump will make him land on the ground, this will put him back in his neutral standing position. This technique is particularly important in PM because it's the first game where Yoshi can jump out of his shield. Performing a double jump land OoS will allow you to do anything you want out of shield, Dsmash is what most people like to do.
That cool egg throwing thing Amsa does from the ledge (I don't know the name)
To do this all you have to do is let go of the ledge by pushing down or away, double jump, and then up B to throw an egg and re-grab the ledge, however it isn't the easiest thing to do, it takes rhythm and timing and if you mess up you could miss the ledge and fall to your death since you are canceling your jump with Up-B. This technique has kind of awkward timing and for me (and most people I've talked to) it was much easier and more useful in melee.
Parrying
You've probably always heard about how good Amsa is with parries, but unfortunately the PMBR hasn't gotten parrying to work correctly yet. However you can still grab-parry in PM. In the first (I think) frames of Yoshi's shielding animation he is completely immune to grabs. This is useful.
Double Jump Edge Grab
You probably already know that Yoshi can turn around with his double jump, running off-stage and doing a quick turn-around double jump is a fast/efficient way to grab the ledge.
Controlling Egg Roll Momentum
Yoshi's egg roll (side-B) is actually good in PM, and it has a couple neat tricks. When Yoshi is landing on the ground in his egg roll from mid air you can slam the control stick in the direction you want the egg to go to quickly gain a ton of speed as soon as you hit the ground, this works even if you slam it in the opposite direction that you were traveling in air.
I think I covered the most of the stuff, or at least the most important ones. Have fun playin the Dino!