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Thank you both for the responses, really appreciate it.  From what I can tell in G analytics we're not receiving any benefit from these links whatsoever, so I'll contact them first before going the disavow route and ask them nicely to remove us.  Thanks again!

A link checker such as Xenu or Screaming frog may provide you the list of outbound but won't analyse them. You may need to import them into excel and do that manually.

All that, yet I have still secured Yahoo listing for our site. How's that? I'm not saying I had money to throw around but it's basically a significant directory to be in - even outside SEO value. My vote still goes towards yes if the site is important to you and you are not willing to cut corners.

Thank you for the quick responses. Thanks, Matthew