Iterate over the /api/v1/messages/sent.json endpoint and just return those for your user. Takes your user ID as input (can be automated.)

mymessages.py

import sys
import time
import yampy
import webbrowser


def get_input(prompt):
    if sys.hexversion > 0x03000000:
        return input(prompt)
    else:
        return raw_input(prompt)


def list_sent_messages(token, from_id, count=0):
    yammer = yampy.Yammer(access_token=token)

    message_id = None

    while True:
        sent_messages = yammer.messages.sent(older_than=message_id)

        for message in sent_messages.messages:
            if message['sender_id'] == from_id:
                print message['id']
                print message['url']
                print message['created_at']
                print message['body']['plain']
                print '----------------------------------------------'
                print

        last_item = sent_messages.messages[-1]
        message_id = last_item['id']

        time.sleep(15)
        count += 1
        if count == 20:
            break

    print('done')


def authorize():
    authenticator = yampy.Authenticator(client_id='',
                                        client_secret='')

    redirect_uri = 'https://www.bing.com/'
    auth_url = authenticator.authorization_url(redirect_uri)
    webbrowser.open(auth_url)

    code = get_input('Enter the code: ')
    return authenticator.fetch_access_token(code)


if __name__ == "__main__":
    # token = authorize()
    # print token

    token = ''

    list_sent_messages(token, 123456)