Here's their first, from 1994
https://www.ebay.co.uk/itm/The-Coin-News-Yearbook-1994-James-Mackay-and-John-Mussell-Editors-Used-Good/382814188686?hash=item592180f48e:g:u90AAOSwC8ZceC9z
The first without NEWS was 1997, as they said
https://www.ebay.co.uk/itm/The-Coin-Yearbook-1997-Mackay-James-A-Used-Good-Book/383115087065?epid=87422213&hash=item5933704cd9:g:fFAAAOSw8sZdXZvd
Here's a Coin Monthly yearbook, 1991 (nothing for 1990, 92, or 93, which just means "not on eBay")
https://www.ebay.co.uk/itm/Coins-Year-Book-1991-A-priced-listing-of-all-British-Coins/392429841317?hash=item5b5ea42ba5:g:x2MAAOSwrHJdYrnq
1989
https://www.ebay.co.uk/sch/i.html?_odkw=coin+yearbook+1997&_ftrt=901&_sop=12&_sadis=15&_dmd=1&_osacat=0&_stpos=EX2+5TQ&_ipg=50&_ftrv=1&_from=R40&_trksid=m570.l1313&_nkw=coin+yearbook+1989&_sacat=0
Before that, there's 1987 but nothing else until as far back as 1983.
I think it possible (though no evidence as yet) that Coin Monthly's yearbook may have continued after the magazine folded if they saw profit in it - after all, Seaby/Spink, Coincraft, Collectors Coins, and C&MV all published annuals without a magazine to underwrite them.