Pipevine swallowtail eggs range in color from yellowish red to burgundy red, but I've never seen any true yellow ones. The hatchlings are black with red overtones, definitely NOT yellow.
Here's a picture of some pipevine swallowtail eggs -

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Sherry

They are definitely yellow, and these little yellow cats with dark heads are cutting pieces on the edge of the leaves and folding them over themselves. Any ides?

They sound like long-tailed skipper caterpillars - is the dark head separated from the body by what looks like a neck? Skipper caterpillars have a neck. For whatever weird reason, long-tailed skippers and sometimes silver-spotted skippers will lay eggs on pipevines. They've laid eggs on my pipevines, and one of my butterfly books describes it, so it's apparently fairly common. The cats can't survive on pipevines, however, so if you want to get skippers, you'll need to transfer them to a proper host plant, in this case, various members of the pea family.
These skippers both cut and fold over leaves to make their nest.
If your cats don't have a neck, they're undoubtedly some type of moth, maybe even sawfly larvae. A picture would help.
Sherry

These guys are too small for me to see a neck, maybe if I was wearing my glasses, they are only about 1/4". There are 10-20 cats on each of several leaves, and each has cut a half circle from the side of the leaf and folded it over itself. I wish I had some peas, but unfortunately they'll have to die on the vine. If they live long enough to get some size to them, I'll try to get some pictures.