First off, I commend you for going bitless! That is great and should have no impact on training your horse :)
As far as beginning the leg yield, it can be a bit of a long process all depending on the horse.
I would start in the ground as ground work is the foundation for any type of riding exercise.
Apply pressure to where your leg would be with your hand and click asking for movement in that direction. When your horse understands give a large reward (does NOT have to be a treat).
Once he understands that move into the saddle. Start at the walk by putting pressure on the opposite leg of the direction you want to go. Tighten your inside rein and open your outside. This makes an opening for your horse and it's like your pushing them into the open rein.