Can I use baking soda to remove yellow stains from a plushie made from chenille yarn?

Last year, I made a pinguin plushie for my bf. I used white, grey and black chenille yarn, however the white yarn has now yellowish and grey stains from cigarette smoke bc his stupid brother was smoking inside the house. I read that baking soda can remove the stains but I'm scared that I will damage the yarn. What should I do?