Have you gone to one of Mack Boring's boat owners training seminars for Yanmars? These are really excellent and are held in NJ, MA, and IL. Mack Boring brought the first Yanmar's to the US in the '60s. They obviously know these engines.
http://www.mackboring.com/training/Boat_Owner_Training.aspx
Here's some stuff I learned at the class:
Diesel fuel formulation has changed a lot in the last few years for environmental reasons. Mack Boring now recommends additives including Cetane booster and additional lubrication additives. You didn't used to need them. Probably still don't for low RPM traditional diesels.
Overheating kills more engines than wear (a lot of aluminum in a Yanmar). Change the impeller regularly and keep an eye on the whole cooling system (as Garry suggests). Make sure you can hear the overheat alarm and shut down immediately.
Make sure the engine gets enough air. There was a story told in class about inadequate engine ventilation, a movie star and naked starlets. Really
The more the engine runs at about 60%-75% RPM the better. If the engine has been idling (say for battery charging or a long run into the harbor) before shutdown give it three quick "gooses" of the throttle in neutral right up to max RPM to blow out any carbon or crap. Then give it a minute or two at idle and shut down.
Make sure that your prop is right. You should be able to just reach full rated RPM. Many boats are over propped and this really hurts engine life.
The time an engine is most without lubrication is at startup before oil pressure picks up. Even after the gauge shows pressure, the oil is still working it's way around all the parts of the engine. Keep it at slow idle for a good two minutes.
If the engine hasn't been run for several days more oil will have had a chance to drain down into the pan. If, like most Yanmars, your engine starts really fast the cylinders may be really dry. You can keep it from starting by holding the STOP button in for a three seconds while you crank to get some oil up into the cylinders. Then start normally.
Carl