Yorkies are living breathing things , and just as we should not breath in second hand smoke... they shouldn't either.
Personally, when I smoked, (I have quit smoking now for 5 years) I would go outside to smoke, no matter the weather. I didnt want my skin kids to breath in or deal with the lingering smells that smoke left in our house.
So I would first suggest to smoke outside, or def. at the very least in another room.
Ps. I think it is admirable that you noticed this and want to truly do the best thing