I too love the EWI, but I have the older EWI 3020/m. Unlike the EWI 1000, it has a vent to let excess breath through, although I too let air out the sides of my mouth at times.It takes very little breath, so if you play a wind instrument already, you need to scale back a lot, and possibly let some air out through the sides of you mouth.
However, you can adjust the breath sensitivity so high that you have to blow so hard your salivary glands hurt! I don't, being a recorder player (and not being a masochist), but you should be able to set it however you feel comfortable.
At least you can do that on the 3020/m.
As an aside, I had an EWI 4000S and decided I like the 3020/m better. It requires a big rack unit, but with rare exceptions I only play it in my studio, and I like that the Sensitivity and Adjustment knobs are big and easy to see (rather than the tiny black-on-black ones on the 4000S).
Plus I like the synth better.
As an aside aside, can you use that Yamaha contraption on any USB MIDI output?