As a boy he took the entrance exam for the China Operatic School, which was directly administered by the Ministry of Culture. The School's principal was his maternal great-grandfather Xiao Changhua, and its chief examiner was his maternal grandfather. With their help, Yu Wanzeng entered the circle of Chinese opera performers.
當年參加文化部直屬的中國戲曲學校考試時，校長蕭長華是他外曾祖父，主考官是他外公，在他們的支持下，于萬增踏入梨園圈子。