What is the statistically favorable amount of lands for Yennett?
I think you're missing few key aspects of Yennett's ability.  Rules text (emphasis mine):


  If that card’s converted mana cost is odd, you may cast it without paying its mana cost. Otherwise, draw a card.


This means that lands would go to your hand even if they didn't have 0 CMC because you can't cast lands as spells.  But you're also overlooking the fact that you would still draw the land into your hand even if you miss.  Drawing free lands is still good.  Less good than most free spells, but still good because you can guarantee your land drops.


  What should I do to compensate for the lack of mana?


Don't do this.  You should not ever have a lack of mana.  Making sure you hit your land drops is important in Commander so that you can actually play the game.  I would not got below the typical advice of 35-39 lands for a 3 color deck depending on what you your curve looks like.  It's really hard to get to 5 mana with all three colors running much fewer than that.  

I would not focus exclusively on 3-mana rocks even though you could get them for free with Yennett.  Mana rocks are at their most useful in accelerating your gameplan.  Once you already have Yennett on the field, does getting a free 3-mana rock really help you more than just guaranteeing your land drop for the turn?  And playing a pair of 2-mana rocks could help you get Yennett out on turn 4 instead of turn 5.  

Also keep in mind that if you have a bunch of odd CMC spells, casting cards naturally out of your hand could leave you with awkward amounts of mana left over.  A few quality even CMC spells can fill the gaps and let you get more efficiency out of your mana.  For example, drawing a 2-mana counterspell is still useful, even if your opponents know you have it in your hand.