It depends on which cyclin/CDK you are going to study. You need to find out if your cyclin/CDK is less homolog to any cyclin/CDK of the yeast you choose and if the molecular size of your cyclin/CDK is different with the one of the yeast. Then, you would not get problems when you make mutants, analyze the genes or seperate the proteins.
I tried with CDK1/Cyclin B with succes. It depends on the complex you're interested in, I guess, if they're stronger enough to form de complex, but maybe you can look for 2-hybrid results to get an idea if you can do it with your proteins of interest.