"I turn into another person while I am dancing traditional Indian dance. I feel that I am connected with the culture," she said, soon after finishing a performance with her Indian dance troupe.
"Once, I even felt that I was connected with the gods," said Yu, 44, a Hong Kong government information officer.
While her passion for Indian culture may seem unusual in this southern Chinese city, where capitalism rules and fashion is dictated by the latest fad, Yu soon found she was not alone.
She and Dorothy Chin met in a yoga class several years ago and discovered they shared a passion that was becoming increasingly central to their lives.
Eventually, Chin ditched her job as an investment banker to become a yoga instructor.
"There are too many choices in Hong Kong and the pace is so fast that people forget things easily, no one stops and looks around, or thinks and looks inside their hearts," Chin, 43, told AFP.
Yu and Chin last year established Passion India, an organisation which promotes Indian culture through traditional dance and yoga in Hong Kong.
They give dance performances and yoga demonstrations at community events across the city, and both have traveled to India to learn more about the culture.
During their separate visits to southern Indian cities including Trivandrum, in Kerala state, and Chennai in nearby Tamil Nadu state, they stayed with local families in an attempt to absorb as much about the daily and spiritual life of the country as they could.
The have collected their experiences in a book called "Actually, I am an Indian," which celebrates the simplicity, purity and free will they say they found in India but which is absent in Hong Kong.
"You can feel the connection between people and the gratitude that they have towards life. But in this city, you seem to forget the closeness among each other," Chin said.
The process has led to a complete realignment of their lifestyles and life-attitudes, with Yu even claiming to have developed a second identity as an Indian as she devotes most of her free to studying the country's culture.
"Some people think I am crazy, but it seems that I have two identities -- one is Ella, a normal Hongkonger which goes to work while the other identity is an Indian, who loves the culture and practices of the traditional Indian dance and yoga."
But her new life has not always been easy.
Apart from the husband, who complained about them spending less time together, she also got a dressing down from her Chinese doctor when her passion for dancing led to back pain.
Eventually, though, he revealed his own "secret identity," she said.
"He told me that he was a mime artist at the local theatre mime group," Yu said, laughing as she recalled the moment of solidarity. "He later helped me organise shows and classes there."
Chin, who was born into a Buddhist family, said she has found greater comfort in her new career.
"Teaching yoga is not easy but there are no politics to deal with, I have more freedom and I can share my passion with others," she said, adding she is now much more relaxed about events taking their natural course.
Family, friends and colleagues have mixed feelings towards their Indian passion, she said, adding that some were surprised, some did not understand, some were astonished by their performances and some were very supportive.
Indian culture, she said, has allowed her to appreciate other people, a change that has helped her manage her relationships with her colleagues.
"Rather than focusing on people's faults and weaknesses, we should appreciate others for what they are good at," she said.
"I have learned how to detach myself in certain situations, to have an objective view, balance and compromise with different parties to work things out, especially at the office."
The most important lesson she has learned, she said, is: "Follow your passion, it never goes wrong."