This crossed my lap and I thought it was kind of awesome but we will be releasing a Web Part for SPO that will surface your yammer discussions in your sites.
Currently on the roadmap it shows as ‘In Development’ but has an Estimated Release date of Q4 2017 (End of this month), here is the description and Feature ID:
SharePoint web part: Yammer
Site members will now be able to bring their Yammer group discussions directly into SharePoint pages and news articles within Office 365. You simply copy the Yammer group URL (inclusive of the "All Company" feed) and paste it into the Yammer web part edit pane. The Yammer group discussion will them appear within the SharePoint user interface, and looks great within the SharePoint mobile app as well.
Feature ID: 21055
Let me know what you think of the Webpart