Ideally, Yu wants to slot into standard Skadi teams, with two Skadis and Waver, Reines, or Castoria. You can also run her with two Skadis and a Summer BB if you’re willing to reload for a double-Quick opening turn—this results in less overall NP damage but gives you guaranteed sustained crits and eliminates any chance of getting stumped by bad card luck. Her kit is strong enough, though, that (much like Ridetoki) she can do okay in nonstandard Quick teams. You’re still going to want a single Skadi—presumably off your support list—but you can grab one of the many solid Quick Semi-supports as your third Servant as well. Barti is a particularly good choice here, as he can push Yu’s NP damage and crit damage while also keeping his own star weight down. Assuming Yu’s running a 50% starting CE, you can even give Barti a Kaleid and use Yu’s battery on him to let him NP turn-one for even more damage boostage.
The Black Grail is always a great pick for damage-dealers, but if you want to make looping even more reliable or you’re running single-Skadi teams, 50% charge CEs are also strong picks. Golden Sumo and Holy Night Supper are both good for pushing damage, while Traces of Christmas is a strong choice for making it even easier for Yu to loop.