(I posted this on the SMBX forums a couple months ago and updated it earlier today. I'm also just now realizing I didn't post it here, so here you go! )
These are recolors of the Super Mario Advance 2 Yoshi (the one with the matching body-colored arms, not the original SNES version's orange arms). I also added a lighter sole to his shoes, since the placement of the white dot on the shoes seems to imply that the sole was originally there on the sprite, but was removed at some point before the final version of the original SNES SMW...Hmmm.
There are five sets of Yoshis included in the archive, based on SMBX and four different games from the Yoshi series that had at least eight appropriate Yoshi recolors. I've also updated the pack today with some Yoshi-related graphics added by SMBX 1.4 (the tongue graphic, and the blue baby Yoshi and its bubbles) and LunaLua (Yoshi-related stuff on the hardcoded images list).
Here's an image showing the contents of the download, though it's quite large, so you might want to open it in a new tab/window.
And here's the download link. Enjoy the pack of Yoshis.