Override methods in Yoast SEO breadcrumb class

In cases like this, open the plugin files in a good code editor and search for the elements you need, as there may be an useful hook.

So, for this we have the filter wpseo_breadcrumb_single_link.

Maybe you can replace span for li in $link_output, or use $link to build your own:

add_filter( 'wpseo_breadcrumb_single_link', 'filter_breadcrumb_wpse_88254', 10, 2 );

function filter_breadcrumb_wpse_88254( $link_output, $link )
{
    // do your stuff
    return $link_output;
}