As yeast cell wall is very robust you may include the enzymatic digest of the polysaccharide (by zymolyase or lyticase) in the protocol to generate spheroplasts which are then susceptible to osmotic lysis. Mechanical lysis using glass beads or one shot system are also popular. For more info, EMBL website is very useful:
We have the best success when we include both a mechanical disruption (using steel ball-bearings in a QIAGEN TissueLyser II, or glass beads) followed by an enzymatic digestion before nucleic acid extraction.