You might have noticed that on the Linux side of the Yún the amount of available storage memory of the onboard flash memory is limited. Installing additional software packages you can run out of space soon. You can manually install software packages on an external SD card but it's tricky...and it's manual. OpenWRT gives you the possibility to move the root file system to an external storage as large as desired.
We wrote a sketch that is able through the Bridge library to format the SD card, prepare the partitions and configure the system to change the root directory. Then to move all your previous configuration to the new root file system.
Here the sketch: https://github.com/Fede85/YunSketches/blob/master/YunOverlayOnSD/YunOverlayOnSD.ino
The advantage of this approach is that you only need to upload a sketch and follow the step-by-step procedure on the serial monitor. The requirements are only the presence of the SD card in the socket and that the Yún is connected to internet.
The documentation to extend the storage space is documented on the OpenWRT wiki at the page called Rootfs on External Storage (extroot).
I would be glad if you want to try it and reply with the feedback or suggestions for improvements.