Yandex Webmaster panel is on the way to better usability! Finally the day has come when we can download all backlinks into a file, just like in Google webmaster tools.
To do so you need to activate this feature here (being logged in, of course): http://webmaster.yandex.ru/settings/offline_links.xml.
It will take about a week for Yandex to generate a full list of your backlinks. After that the archived file will be available for download.
You get a zipped .txt file, but you can copy everything to Excel with proper division into columns etc. and then analyze and filter as you like.
Very good and useful feature I was happy to discover!