Hansi Flick’s side were eventual 3-2 winners thanks to a 116th minute long-range goal from defender Jules Kounde.
Yamal, 17, who provided two assists in the win, later spoke out against Real Madrid after several furious confrontations with the referee from Los Blancos players.
The youngster has since doubled down on those remarks, hitting out at his arch-rivals in a press conference ahead of their Champions League semi-final with Inter Milan.
When asked about being called ‘arrogant’ by some members of the press, he said: "I don't have any fear, but I do feel that motivation and get those butterflies in my stomach before a game."
"I think that's a good thing. As for any fear, I left that behind in the park in Mataro (Yamal's hometown) a long time ago.
"I wouldn't say I feel any pressure. The atmosphere at the Copa del Rey final, for example, is something to go out and enjoy. I don't view it as pressure."