A yoke that is rated for such pressures will be stamped accordingly. Most are labled as 200bar, which is approx. 3,400psi. I personally believe that a DIN connection should be used for anything above 3,000psi. Utilizing a 300bar DIN connector on your reg allows it to be used with either 200 or 300bar valves. The only difference is the length of the connector, thus the longer variety can still fit the shorter orifice. Obviously, the inverse is not true.
The only mechanical problem with high pressure (other than yoke issues) is that the HP seat is more likely to have a shorter life span. You should always open the valve very slowly and depress the purge button while doing so. This reduces a lot of the mechanical stress that takes place as the valve closes the initial time. I encourage all divers to do so.
Greg Barlow