I would also like to see this.
However, I can not see how this would be implemented. A mac can have a network connection before booting an encrypted drive but I think that it is not available for users to play with, and is probably only available for remote booting and so on.
Do note that this is plain speculation on my part. For some reason storing a static password in one slot of the yubikey and decrypting the drive that way does not work for me but has been reported to work, so that could be one option for you.
It's always a good thing to let apple know that support for yubikey should be implemented in the OS so donĀ“t forget to mail them and let them know.
And remember Anyone who thinks that they are too small to make a difference has never tried to fall asleep with a mosquito in the room