Never been to Captain's Grille, so I can't speak to that, but as for the other two:
Yak & Yeti is a good lunch, but the menu doesn't lend terribly well to a great dinner. It's good food, though, and the appetizers are great. We made a lunch out of nothing but the appetizers and were very happy with the meal.
Sanaa, I think, can be good for either meal, but I would lean more towards dinner. If you get there with enough available light, you can even get a nice view of the savannah from ground level around afternoon feeding time.
I won't get into the menus and what I like, as you can check that stuff out online and form your own opinions, but considering their relatively close proximity, were you to do an Animal Kingdom day on your trip, you'd be hard-pressed to find a better pairing than a lunch at Yak & Yeti and a dinner at Sanaa, both for quality and price.