I don't think wearing a collar is harmful as long as it's not tight. But using one to walk your dog is more likely to do harm. From my experience anyway. (It may not do anything for some yorkies, I dunno, but I wouldn't take the chance) Even if a dog isn't a pulller while walking the movemet or jerking motion of changing directions suddenly or jerking them away from a dangerous situation may after years effect dogs with delicate necks. It doesn't do immediate harm more like gradually.
My aunt's dog walked by her side and wasn't a puller. I've grown around chihuahuas, yorkies, poodles, westies and even a half wolf german shepard who was as sweet as a kitten. Most people used to use collars years back because they were cheaper to buy, besides the fact the adults I grew up around didn't realize it wasn't a good choice considering how much safer a harness is. Almost all of the tiny dogs I knew walked on collars and had neck problems when they were in their golden years. Ofcourse I'm sure their are acceptions and not every dog will go through neck issues. I'm just saying I wouldn't take the chance. The suggestions everyone has given are good ones, especially that dogs initially scared of the harness eventually get used to it and are just fine wearing them as long as it's not too tight, too thick and rough or that the clasp isn't pinching their hair. Good luck with your decision!