Come to think of it, have there ever been any explicitly female Yoshis? You'd think it'd be done by now, at least in the RPGs, since they have girl Koopas and whatnot.
I know there's Birdo but she's not really the same. I have mixed feelings on her, anyway... she's got charm, especially in the new Mario Kart, but I've always been weirded out by the... face-hole.