You could start the local SFTP server in your Mac by enabling 'Remote Login' in the Sharing panel of the System Preferences. Then in Yummy, in the New Connection window enter 127.0.0.1 for the server and your Mac username and password. Ensure that the 'Secure (SFTP)' option is selected from the Protocol menu, then click Connect. Once connected, the shared volumes should be accessible from /Volumes/ on the server.
I'm not sure how well this will work out in practice, but it should work.