Sounds like you need to reduce the yaw PID. First try would be to decrease all three by multiplying them by a number less than 1 like 0.75
Or. Start with yaw set to AxisLock. A simple ZN like tune would be to set (yaw) I and D to zero, find the P that just starts to oscillate, cut that in half for P and leave P set that way. Then start adding I to get it to hold a heading but not oscillate.