How to hold and then poach egg yolks?
I do this all the time, I simply leave the yolk in the shell, then I use the shell to gently place the yolk into the spot I like. Dipping the shell into the broth and then letting the yolk float out will keep it together. 

You could try heating the yolk in the shell by putting it in a hot water bath, seems a bit overkill to be honest. Chilling it also may help keep it together but then it won't cook the way you want in the residual heat. Room temperature is your best bet.