Unicorns.

example.php

<?php
class TestClass {

	public function generator() {

		$this->curlRequestThingy(
			'http://domain.com/endpoint',
			// function here passed to CURLOPT_WRITEFUNCTION
			function($data) {

				// how to yield back to generator() method?
				yield $data;

				// return bytes written (obviously this does NOT work - but is required by Curl)
				return strlen($data);
			}
		);
	}

	// more code here....
}


// for example
foreach ((new TestClass())->generator() as $dataBlob) {
	// do something with $dataBlob
}

I'd be tempted to just use fsockopen and talk HTTP directly to the endpoint. Read up to the \r\n\r\n at the end of the header block, at which point you've just got a stream for the body that you can do with as you wish. Wrapping that in a generator would be trivial.

(I've always been surprised that there isn't an easy way to do that with PHP streams. I ended up writing something similar to manipulate S3/HTTP as memory-efficient streams here https://github.com/99designs/facade)