I do remember Yum-Yum although I can't recall ever eating there. FWIW, the Yum-Yum building and sign near Wrigley always reminded me of another Chicagoland doughnut institution,
Amy Joy Donuts. Their Milwaukee Avenue location in Niles is long gone, but there's another one on the northwest side which is linked above.
Also, if there's anything else you'd like to remember about the neighborhood immediately surrounding Wrigley Field, you'd better get down there
now to snap a picture. The Ricketts family is making radical changes to that area. Except for the ballpark itself, I suspect Clark & Addison will be near unrecognizable a year from now.
As to your bigger question, there's a sudden renaissance of very-good-to-great donuts in the Chicago area.
Firecakes (you're welcome for listing them first; you know who you are),
Doughnut Vault,
Glazed and Infused,
Do-Rite Donuts, and
Stan's are among the best known in the higher end category.
There's also
Huck Finn Donuts, a long time Chicago institution. When I was kid, up through my college days, they used to have a little hole in the wall carry out location at the Howard Street EL station. Although it's long gone, there are several locations for the restaurants.
Good luck on your doughnut journey.
Buddy