Kills During Setup

My best advice is to predict where the enemy is going to go. For example, if an enemy was going down the vents in Turbine, you may want wait behind a bend and initiate your taunt kill, so that it will hit the enemy when he turns the corner.

One particular taunt kill I got, I saw a Soldier coming up the path. I retreated and waited behind where he was going to pop out of, and taunted.

If your goal is specifically to get a taunt kill, you may want to favor certain classes. Heavy has the fastest taunt kill, with Pyro's Hadouken slightly slower than the Heavy's.

Yukon was intentionally designed to be harder for Engineers:

This abandoned mountaintop coalmine was repurposed by shadowy operatives into a top secret surveillance outpost—one which also, so nobody gets wise, insidiously continues to mine coal. There is also a log hanging in the center of the map—possibly as an example to other logs. Logs that said too much.

Five control points promise a lot of momentum swings in this compact outdoor map, with plenty of tunnels and rocky outcroppings. Plenty of alternate routes ensure that if you can’t get past a well-placed engineer through one tunnel, you might be able to sneak up behind them through another.

CP_Yukon is a community map from the brilliant dual-powered brain trust of Patrick “MangyCarface” Mulholland and Joachim “Acegikmo” Holmér.

-- Classless Update, Day 3

Point 1

Point 1 is extremely poor for defending as Engineer.

If you're building full size sentries, it may be better to build them down in the pit, although that means a Spy can back-cap the point.

Point 2

Point 2 has a few defense spots. One of the best for actually covering the point is at your team's end of the hall when you first come out the door from point 1. You had better have the Wrangler, though, or a sniper at the far end of the can easily take you out.

Another point is past point 2, on the middle route. You can place a sentry on the walkway up. The problem is that, if you place is close enough to the point to be able to see it, it's far enough from the point 3 area for Demomen to be able to take it out.

Point 3

Thanks to point 3 being moved, your best bet is near the point itself, preferably where the fence covers it, so it can't be shot by Snipers (or at least where you can't be shot by Snipers). Your biggest problem here is people sneaking up behind you. You could place it at the very end of the point 3 bridge, facing the point to help counteract that.

Point 4

Building slightly to the enemy's side of point 4 works pretty well, as it covers both entrances to the point 4 area.

Another Alternative

Due to the difficultly in guarding points with a level 3 gun on this map, Mini-sentries work fairly well on it, at least when combined with the Frontier Justice.