You should be able to get a working environment by installing Docker Desktop and then running:
docker-compose run yaroze
in this folder.
This will map the source/ subdirectory in this folder to /root/mipsel-ecoff-toolchain/yaroze/mipsel-ecoff/source inside the VM, where you should be able to build code such as https://github.com/ChrisRx/mipsel-ecoff-toolchain/tree/master/sdk/sample/check with no further changes.
I've also include bin2h in the built VM, as I find that handy for integrating textures and similar in the final executable.
Using siocons locally in a different terminal on my Mac I've then been able to push binaries built here into my Yaroze.
Many thanks to ChrisRx at https://github.com/ChrisRx/mipsel-ecoff-toolchain for doing the hard work figuring out how to build and patch a working GCC version for Yaroze.