However, the cops present there swung into action and foiled their bid by seizing inflammable materials from their possession, Town Deputy Superintendent of Police Alok Kumar said.
All the 11 persons have been detained for questioning, he said.
Alleging tardy investigation in the abduction and murder of Yadav last year, his widow Dharmsheela Devi, three sons, parents and five other kins gathered in front the SSP's office and threatened to immolate themselves.
Yadav was kidnapped from his village late last year by unidentified persons and his body was recovered from neighbouring Aurangabad district subsequently.
Yadav's kins had lodged an FIR at Bodh Gaya police station charging scores of people with his abduction and murder, but none of the accused has been arrested so far, they said.