1. Create rule in web policy blocking Youtube as application
More details how to configure application settings in policies here
2. Create new destination list Policies->Destination Lists->
and list of videos you want to allow
Note: if the videos are embedded in a different website, you will to add the list of videos as follows:
Embedded means you are not browsing to youtube.com to watch the content but in a totally different website that references/links to a YouTube video.
Create rule in web policy with destination list as Destinations and action Allow above the Block Youtube rule created in first step