I am sorry but your vet is nuts...
I raised two litters of maltese they are both a toy breed every dog no matter the size gets their personality from their parents and socializing at a early age.
I find no difference in the temperments of the maltese vs the Yorkie and must say also how the breeder raises the pups too!
Holding, cuddling, rubbing their bellies, playing with them all at an early age all this interaction is what helps to develope their personality, many breeders raise their babies in a pen and leaving them in a pen without very little interaction.
IMHO its not the breed its the breeder!