I, too, use the x-pens outside for Shelby & Seymour.
We had looked into fencing in our yard. We wanted a fence that looked well in the yard, but it really added up when we looked into it.... $2000.00!!
So we surrounded our patio and part of our yard with FIVE x-pens. It was MUCH cheaper...... Plus use 2 of them when we camp!!!..... An x-pen travels with us to visit friends, parents, kids, family...... can't do without them!! Hubby also likes the fact that he can just MOVE them and mow..... not have to mow around them and weed-eat!
Hope that you find a solution soon. Those little Yorkies just want to please you...... and finding a "happy medium" for all of you would be the best thing!!! I agree with the others...... a SECURE fence would probably really help.