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One option might be the TI BOOSTXL-BATTPACK which has a 1200mAH battery with it, and has 5V output (and 3.3V optional from memory, using a jumper) so perfect for Yun - as long as you're willing to use jumper cables to connect them up (since the TI BoosterPack form-factor is not the same as the Arduino shield form-factor).
I've used the BOOSTXL-BATTPACK with a Raspberry Pi too - works nicely. For that I made myself a little BoosterPack-to-RaspberryPi adapter - see photo below. The file for it is here Temperature Measurement for Lab and Science Projects .
Unfortunately the BOOSTXL-BATTPACK is 'Awaiting Delivery' on the UK Farnell site currently.
How about a USB battery charger for the Yun? Works for me.