If you just want the yield curves you can look at one of my packages.
https://github.com/tbeason/DailyTreasuryYieldCurve.jl
I’m not really familiar with the difference between the rates that my package gets and what is available at the site you posted. It looks like that site just posts updated CSV files every so often, if that is the case you should just use RemoteFiles.jl to download them on a set schedule and CSV.jl to read them.
None of the files seemed too large so I’m not sure why you sound very concerned about memory. I would just fetch the new file and overwrite the old rather than try to sort out any differences.