Hi Cowboy 1 and welcome to YT! Congrats on your new little fur baby, what is his name?
I have heard that a Yorkie might pick a favorite out of the family to latch onto. He might think he is protecting you and finding his position in the "pack". Maybe they kids could get involved with feeding/training/treats/etc for just a few minutes each day with you to build the bond and trust with your fur baby.
I know that if my husband and I hug and horseplay Schatzie at times barks and acts up but we ignore her. She try's to demand our attention, imagine that. LOL
Good luck!