Yama Dharmaraja is a Tantric Buddhist - wisdom deity - protector of the Method Class (father) of Anuttaryoga Tantra specifically used by those engaged in the practices of the Vajrabhairava Tantra. Both Vajrabhairava and Yama Dharmaraja are wrathful emanations of Manjushri - a bodhisattva in Mahayana literature but a tantric deity equal to a Buddha in Vajrayana Buddhism. 

This practice is found in all of the Sarma Schools (Sakya, Kagyu, Gelug, etc.) however the Gelugpa Tradition hold Yama Dharmaraja in a special regard as one of the three main Gelug religious protectors along with the Shadbhuja form of Mahakala and Vaishravana Riding a Lion.

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