Changing the GAIN won't help the yaw speed as you wish simply because the yaw is controlled by varying the speeds of the pair that turn in opposite direction. The GAIN is the strength of the NAZA to stabilize the flight in 3 respect: pitch, pitch, roll & yaw plus the vertical. The last is from the help of barometer and the first 3 from the gyro, accelerometer and compass.
So lower the yaw gain will give you more control via the stick but once you let go the stick, the heading may not be locked on right away. You have to try and see at what setting works best for you.
For example, when I changed to the carbon fiber props which are very stiff, so the correction to stabilize the Phantom is much quicker than the very flexible stock props. If I keep the default GAIN setting when using the carbon props, my Phantom will oscillate back & forth.