Is Yuri as a genre ever referred to to using Katakana or is it only just kanji?
EDIT: Rarely. 百合 is more common. The other two seem to be A) part of people's names or B) Lily flowers.

A few searches on google, amazon or any eshop will give you a rough idea.

Just a language note, any word in Hiragana can be written in Katakana. Katakana can be used for emphasis or italics purposes (often loan words but not necessarily).