The NFC protocols implements by Yubico are dynamic, not static, derived from a secret key held in hardware on the device. Those dynamic methods are not vulnerable to the NFC Tag issues described above.
An attacker could use NFC to sniff the exchange between your phone and your Yubikey, so you're still vulnerable to eavesdropping. But the point of the challenge-response protocols is to make eavesdropping irrelevant.
The practical vulnerability would be if an attacker eavesdropped on a one-time password going over NFC, blocked your phone's outbound signals so that it can't send it, and then somehow used the one-time password for their own nefarious purposes.
You'll have to make your own judgement call on whether that's a level of compromise you can accept for your use case.