Definitely..... your yorkies little pads on the bottom of the feet can even burn/blister 

 !! 
I always check the pavement with my feet.
Even if the pavement is cool, if we are going to be doing any marathon type walks (we go to a lot of campgrounds with paved trails & roads), I will use Paw Wax. It doesn't help with the hot pavement, but will protect their pads a little from getting rough.