Based upon your description, we suspect the little yellow leaves you mention are bracts associated with linden flower clusters.  

Compare here:
https://images.app.goo.gl/PGn61sNfUEgyvbC78

The bracts drop after the flowers fade and set seed. This is a normal part of the trees' life cycle and it's likely to happen whenever they bear flowers. This might or might not be annually depending upon growing conditions and other factors.

If what's falling are actual leaves, please reply and attach sharp photos so we can revise our response.

This is what the fall-out from my linden trees looks like.  So there is nothing I can do about this mess?  Do all li dens drop this mess?

Yes, this is a spent flower cluster with attached bract.  

Bracts with flowers that haven't been pollinated or otherwise fail to develop seeds often fall soon after bloom.  The rest drop later in the season.

Linden trees usually flower annually, but the amount of bloom varies with heaviest bloom occurring every two or three years.

In years when growing conditions are unfavorable or the trees are under stress, there may be no flowers.