During the fourth chapter (entitled Imperial City Infiltration), head to the shop near the town gate. A guy will be sitting there, and you can throw Shurikens at him. Each time you hit him, you get an item worth 100 yellow essence. Do this nine times, but not a tenth, or you will kill him. Then, leave through the gate, come back, and try again. You can therefore make 900 yellow essence per visit.