Just recommended them in another thread, but depending on the gender and servant you choose Fate/Extra for the PSP is pretty much yuri. I've only played Saber's route but the whole game revolves around the developing relationship between her and the main character, and Saber is very explicitly, looking at the camera and saying it out loud explicitly, bisexual.
Extra CCC (also for PSP) goes way harder on yuri, crossing over to basically a poly/yuri game. It's great. Every woman in the game is head over heels for the female protagonist and the main plotline revolves around, well, them being into her. Kinda NSFW though, just a heads up.
Edit: Almost forgot about Summon Night Swordcraft Story for the GBA. Kind of a weird one, since it seems basically they made the decision to let you choose gender when everything was written, so the romance routes are exactly the same as they are with the male protagonist. Pretty cool to have a somewhat tomboyish lesbian MC, even if by pure chance lol