I want to match all domains of the form *.oyoy.org but want a few exceptions. For instance I don't want*foo.oyoy.org* or bar.oyoy.org to be included. What is the best way to do this?

Use negative items in the domain list, like this:

domainlist local_domains = !foo.oyoy.org : !bar.oyoy.org : *.oyoy.org

If there are many exceptions, you can use a lookup instead of listing them all inline. If there are a number of exceptions that match a particular pattern, you could use a regular expression.