When matching the upper front bridge to my natural teeth, should it match the lower front teeth in yellow undertones?

If your remaining upper natural teeth are a different color than your lower teeth I would focus on matching the remaining upper teeth more than the lower.  Most people when they smile show their upper teeth more than the lower and a contrast between the bridge would be more noticeable if it does not match your upper teeth well.  If you have not already considered it, bleaching prior to the restoration could be an option to improve the color of your final result.

Ideally you should try to match the upper bridge with the upper back teeth.  If there is going to be a mismatch, let it be a mismatch between top and bottom instead of a mismatch between front and back. 

When restoring teeth the color of the porcelain is very important for the esthetics of your smile.  If the teeth you are matching are discolored, you could consider lightening them first.  Here is how you would do that:1)  When the front teeth are prepared for a bridge and a temporary is placed have it made in a color that looks pleasing to you.2.)  Have the back and lower teeth bleached for 4-5 weeks while you are wearing the temporary.  3).  When the bleaching is complete, see if the color is acceptable to you, then have the dentist select a porcelain color/shade that is pleasing with your smile in which the final bridge is made.  See which area is most visible with your smile, the upper back teeth or the lowers, or both.  Hopefully the dentist uses photography to show you this.  Then you can study the photos with the dentist and choose the final color.  If you are a younger patient, you may show more of your upper teeth in your smile.  Older patients show more of the lowers most of the time.

it is common to match adjacent teeth, regardless of the opposing arch.  This often is an opportunity to whiten teeth for a nicer color, but you should know that gray teeth don't whiten as well as yellow teeth.  Often a photo of what shows when smiling leads to veneering the non bridged teeth to complete a perfect smile.