Manny Ramirez did when he was a Red Sox player.
Ted Williams
Dustin Pedroia
George Herman (Babe) Ruth on opening day of Yankee stadium.(4/18/1923)
Red Rolfe debuted on June 29, 1931, playing for the New York Yankees at Yankee Stadium I; he played his final game on September 27, 1942, playing for the New York Yankees at Yankee Stadium I.
Can't help if you mean who hit only 5 homers at Yankee Statium as both a Yankee and BoSox player. I am probably reading too much into the question you posed. So, how about Johnny Damon? He played for both teams and hit about 60 homers at Yankee Stadium for the BoSos and the Yankees.
Probably a Yankee I'd bet my money on Lou Gehrig or Derek Jeter
Red Sox
Jim Piersall became a victim of taunting in many ballparks as well as in Yankee Stadium.
The Red Sox "FANS" hate the Yankee "FANS".
Yankee catcher Elston Howard hit a 2 strike single to break up the no-no Sox still beat Whitey Ford 3-0 Ironically Howard would become a Red Sox player later in the year
Dustin Pedroia in the 8th inning off of David Robertson on August 27, 2008.