I didn't care much for Yang, but I would feel sorry for his wife if he were never to come back. So I'd just change his fake death scene into one where the party last see him in a great danger, and don't know what's happened to him and are in a tension. Then he would come back and everybody would go "Ooooh!"
As for Cid, he's too awesome to stay dead. His beard probably protected him from the explosion.