We have a similar situation at my workplace as well now. would you be able to share your OMA-URI on how you allowed YoYo Games Ltd and C:\AppData?
I have also started reading up on using Microsoft's WDAC as an alternative option and move away from AppLocker - but this doesn't seem to make it easier - but just more complicated. There is an option now to set up trusted installers - but more reading needs to be done before we can even explore this option.