When to do Yi Tank: against champions counters, but only if your team already has some major source of damage.

Remembering that: by tanking, you will never blow someone up, but they will hardly do that to you. Even without exploding, you can easily do prolonged duels.

Build Weaknesses: you may have a hard time playing against champions that deal a lot of damage based on your max health. In these scenarios, I recommend doing sunfire and not making items that only grant HP (Warmog, Sterak).