Yew responds well to either, but I'd go with steam in the first instance, and allow plenty of time clamped up for the wood to settle.
Dry heat (with oil) is OK but I always worry about drying out the sapwood and protect it with a few layers of duct tape and keep direct heat off it.
I had one bow which would keep shifting back, eventually I combined a correction and belly tempering (to only a hint of darkening, I was low on draw weight any how as it was a skinny stave).
It stayed put after that.
Del