Brian,
Multi-factor authentication is taken care of when lining the Bank Accounts via Yodlee. You have to enter your User and Password and/or Token, if required.
If you cannot connect, I have uninstalled Yodlee Extension and then reinstalled and then begin Bank Linking.
If you still have issues, you will need your Partner to enter a Support ticket so Microsoft and Yodlee can resolve.
Thanks,
Steve