The healthiest thing to do is just let that fart go. But during yoga class or at any other time when everyone can hear it? Rather not. How bad is it to hold him up?
By letting out a wind, you remove excess gases from your body. These gases are released by digested food. A person produces about 12 to 25 winds a day, so it is not surprising if these come at the wrong time. But if you keep them up too often, you will create an excess of gas in your gut and there is a risk of bulges developing. So don't do it too often.