How can I make a vegan turkey-skin substitute?
You can either get fresh or dried yuba, the dried one has to be soaked. 

When I made a tofu turkey I soaked the yuba sheat for about 10 minutes in warm water before wrapping it around the "meat". The tofu turkey had already been baking in the oven for around 1 hour when I added the skin. After applying the yuba I rosted the whole thing in the oven until the skin was brown (maybe 30 minutes), brushing occationally with marinade. Skin came out perfect and had a nice crispyness without coming apart from the tofu or being too brittle. 

Oh, yeah, I brushed the tofu alternatively with marinade and with melted vegan butter every 15 minutes or so before adding the yuba. It might have made a difference but I really think soaking the sheats is key. 
Good luck!

I made a video guide to making a vegan "tofurkey" from tofu.
Here is the link: http://www.youtube.com/watch?v=zKIrgls-WCw