So, Yukine is one of the people that Sephiroth finds a smidge helpful not a chore to deal with. He would be willing to trade some sword lessons for shinki lessons? Other than that he can teach the art of epic line facing. I don't think things would get too negative (although Sephiroth is a class A jerk) in a set up like that. He'd be more focused on the lessons overall than snarking.