I asked George R.R. Martin and he responded:
Question: "Is Asha Greyjoy (renamed Yara in the TV series) bisexual in the books, or it was implied, and we just didn't catch on to it?"
GRRM: "I have a number of lesbian and bisexual women in the novels (and a couple who experiment), but Asha is not one of them. Unless I am forgetting something..."
So sayeth the shepherd.