I've not had a problem with ours digging - but each one of ours has a bad habit that I don't like. Dudley's "bad habit" is finding something stinky out in the yard to roll in. Doesn't matter how clean the yard is or how clean HE is, he will find something that stinks and roll in it.
Corky's is chewing up dry leaves and/or paper into tiny little bits.. napkins, kleenex, toilet paper, newspaper, it doesn't matter what kind of paper, or even if the dry leaf is bigger than she is, she will drag it into the living room, pounce on it repeatedly, *kill* it, then chew whatever it is into itty-bitty shreds.
Not sure why they do these things.
and it's frustrating once in a while. But, then they look at you with those adorable eyes, and tilt their little heads first one way and then the other, like Why are you mad at me, Mommy? and you just melt (or at least I do). I cannot stay mad for more than a minute at either one of them. LOL
Edited to add: I really did mean to give an answer for you to try. I have heard that, if you plant marigolds around the edges of the beds, they will stay out of them. I'm not sure if it works on Yorkies, but it does work on rabbits and deer - so maybe it will work on Yorkies too. Hope this helps.