So this is a new one. I'm thinking the first place to look is the shift solenoid. When you are driving down the road you need to take pressure off, or take your foot off, the gas or it doesn't or has a hard time shifting. Any ideas?
Aren't 95 Yukons using modified 700R4's (non-electronic trannies)? If they're non-electronic then the Throttle Position Sensor is of no effect, right? What happens when you start out with the gear lever in 1st and shift the lever to 2nd, does it do the same thing or immediately grab 2nd?
Regarding the other advice you were given above about the 1-2 accumulator, it's my understanding that this only cushions the shift - the servo provides positive shift pressure, the 1-2 accumulator provides counteracting pressure. If the accumulator were leaking, shift pressure would only increase, causing neck-snapping shifts. Still while you're in there, go ahead and replace that sucker. It'll cost you all of 20 bucks for a piston, springs and the housing (and you can move it to a new tranny, should you have any trouble with this one in the future). The trickiest part is finding those darned rings - everyone likes to sell them as part of a total rebuild kit, rather than individually. Maybe your local dealer can get them individually. Be sure to pull it down slowly, I've heard you can wreak havoc if you tear the paper plate that it bolts onto (or at least my 99 seems to have one).
Given what I've deduced about your transmission being non-electronic (I've got it in my mind that they didn't get electronics until 96), i'd also have to go with the servo at this point. But I'm no tranny expert!