I had the same issue but I enrolled Izzy in clicker training for puppies (the class only took up to 16 week puppies) and she was 20 weeks. I explained to the trainers that she is so, so tiny and they agreed since they new the Yorkie breed. Well in our class - she was the tiny one for the entire class time (8 weeks) - we had a Golden Retriever, Jack Russell and other "big" puppies as compared to Izzy. It was funny to see at the end of 8 weeks how all these "puppies" got so big and little Izzy didn't budge an inch.
This was the best decision - as it was the other pups who had to learn to socialize with Izzy - she was fearless of them and what "they" had to learn was not to paw her - they wanted to stomp on her and play. By the end of this class they were all letting her roll on them, jump, lick, kiss, all the while laying down. It was something to see and I can kick myself now for not taking a camera, but I will now when I go tonight to start Puppy II clicker training.
Have fun - and don't worry - good luck and go for it - you won't be sorry.
PS - I didn't go to PetsMart - I found an actual training class that is known for its clicker training.
you can also check out:
www.clickertraining.com and it has tons of info