For the disposal of heat-generating radioactive waste and spent fuel in claystone formations, support structures for underground excavations are essential for the operational safety of geological disposal facilities (GDF). Claystone formations of moderate strength, at considerable depths, are characterised by their squeezing, creeping, and, sometimes, swelling behaviour that results in continuous tunnel convergence over time. Under these conditions, a rigid support system can be subjected to very high loads, requiring a considerable thickness and/or high-performance concretes. Therefore, yielding support systems are being currently investigated as a promising alternative for GDF. This work presents a numerical study of the behaviour of a tunnel in a claystone formation with a yielding support system. The use of a compressible mortar between the rock and the lining is assumed, as a means of reducing loads and mitigating the effects of creep deformations. A key aspect of the analyses is that the host rock is characterised by a constitutive model that includes a number of features that are relevant for the satisfactory description of the hydro-mechanical behaviour of stiff clayey materials, such as mechanical anisotropy, creep, strain softening, and its ability to simulate localised deformations through a nonlocal regularisation. An elastoplastic constitutive model was also developed to represent the behaviour of the compressible mortar. Results provide relevant insights into the performance of the adopted yielding support system, particularly regarding the effect of time-dependent deformations and the additional relaxation of the rock on the fractured zone near the excavation.