They mean the same thing, but their “flavor” is different. “Craving” is the most common and normal of these words. “Hankering” has a country/rural feeling to it, and is a bit old-fashioned too; it is a word you might expect from a farmer rather than a businessperson. “Yen” is also far less common, but is a word you might expect to hear from a businessperson rather than a farmer.