I used envirotex to coat my agave didj. I bought it from LA Outback and the process was pretty straightforward. This 2 part epoxy should fill any remaining holes. There are pics of the didj I made in the tribe photo album. Message me if you have any specific questions.

Hi Keeth, I don't work with yucca but I know enough about it to give some advice. For hollowing you can wrap tape around the mouthpiece to help protect it from splitting and then go at it with a paddle bit on extensions mounted to an electric drill. The interior of the yucca is so fibrous that you'll spend more time unwrapping fibres from your bit than you will actually piloting your bit down into the stalk. After sucking the fibres out with the paddle bit there'll be still be tons of loose fibres along the interior of the bore. To get rid of these fibres you can hold your stick up and point a propane torch into the bell, the fibres down low will catch and the flame and heat will rise up through your stalk and the fine materials will burn out quickly and efficiently. If there is still more fibrous material to remove from the interior you can go inside with flap wheels or drum sanding bits on a hand held drill.
For epoxy sources you can either use the very commonly available Envirotex Lite , which you can get at most small hardware stores but you won't find at the mega mart stores like Home Depot, or you can get it through L.A. Outback as this other fella did. I buy my epoxy four gallons at a time for economy through an online source, uscomposites.com the product they carry which I like is called Kleer Kote and it mixes as a 1 to 1 mixture and is very easy to use. I apply it to the exterior using latex gloves. Another commonly available epoxy is West Systems.
When you coat the interior you can put masking tape over any of the holes you are worried about and the epoxy will flow through to the tape and form a plug, a little bit of peeling tape and then some sanding will get the exterior ready for coating. About 10 fluid oz. will coat the interior and the exterior will coat with about 4 fluid ounces. These are single coat amounts and you'll want two coats inside and outside. If you coat the exterior with polyurathane it'll flake bad at the mouthpiece and it's sound will be warmer and not as powerful as if the interior coat and exterior coat are both epoxy coated. If you were thinking of the Polyeurathane for the exterior because you want more of a satin or flat finish you can achieve that on the epoxy by rubbing with steel wool after it's well cured.

for plugging the larger holes you can mix up a paste of either your epoxy + sawdust or you can use woodglue + sawdust. The woodglue will have more shrinkage and dry much slower so it will increase your working times. You can mix pigments into these pastes for color accents and/or you can mix in wood chips for interesting texture. Right now on my site I have didges with black fills, red fills, blue fills, and fills of darker sawdusts. you can check it out at bhumsiva.com for ideas and I'm always willing to answer questions and give advice.

many thanks for all the advice! if you got more thoughts on the matter, keep 'em coming. i hope to be able to buy some epoxy next month and give it a go. i'll let you know it's goin.