OoS options are known and yeah, Downsmash OoS and DownB and really anything OoS when Yoshi's shield has almost no shield stun, that's OP
Moonwalking would be good for positioning, but you'd need to be ready for the situation that you'd use it for.
I honestly think a decent amount of PM Yoshi players here don't use eggroll out of the sheer principle that people think it's a "brainless" move. Sure, it can be used that way, but then you get punished. Movement with eggroll can be super complex, leading into interesting mixups and seemingly random and unreadable movement patterns. Maybe the move is too good, I actually quite agree that it needs a nerf, but that's no reason to not use it now! It's good, it's a fantastic tool, and while it might not be something "required" or a "necessity" to Yoshi's game, it's pretty damn close.