Unfortunately at the current time there is no method to register *.domain.com - each subdomain will need to be registered independently for an application. The custom port is not allowed error is the standard notification if you are trying to use the consumer key / secret from xxx.domain.com when you registered domain.com. This process is being worked on but at the current time that is the only public method we have for registering the domain names.
Jonathan LeBlanc Technology Evangelist Yahoo! Developer Network Twitter: @jcleblanc