Yes, you can definitely say that. In fact, that's the perfect way to say it. When your sentences begin with the conjunction although, the fragment that directly follows the clause beginning with although can't start with another conjunction (otherwise there would be two conjunctions that would conflict with each other). In the case of your example, yet is a conjunction and its presence there makes the sentence sound slightly off. Your instructor is right in that the use of but in there is incorrect, but I think he's wrong saying that you can use yet instead.
Although he jumped aside, yet the stone hit him.
Although he jumped aside, but the stone hit him.
So, those two sentences are an example of bad English. You should get rid of that yet and that but in there. They're completely out of place. You should either use although or but (or yet), but not both of them at once:
He jumped aside, but the stone still hit him.
He jumped aside, yet the stone still hit him.
Although he jumped aside, the stone still hit him.
The conjunction although, by the way, can be used interchangeably with the other two very similar expressions: though and even though. The only thing to keep in mind is that although when not used in the same way as however (that's yet another usage of this versatile word) almost always goes at the beginning of the sentence which is not true for the other two expressions. At least, that's what most English grammar books advocate. Here are some examples:
Although he jumped aside, the stone still hit him. /
The stone still hit him, although he jumped aside.
Though he jumped aside, the stone still hit him. / The stone still hit him, though he jumped aside.
Even though he jumped aside, the stone still hit him. / The stone still hit him, even though he jumped aside.
To get a better idea why although cannot be used alongside other conjunctions is to replace it with the phrase despite the fact that and see if the resulting sentence still makes sense:
Despite the fact that he jumped aside, the stone still hit him.
You can certainly tell that this sentence wouldn't sound as good if you threw a but or a yet in there.
Though I'm not sure if my explanation does it perfect justice, the question of how to properly use all these expressions is a complex subject that you just can't fit into a sing post. But, hopefully, it has given you enough information to get you started so that now you can explore this topic more thoroughly online.