I have had pet lizards, crabs, mice, hamsters, a frog and my partner use to have a snake. It is not the same as a wild reptile and the germs and diseases they might carry and transmit to your Yorkie if you allow your precious baby-to-be to hunt and eat it
... some are even poisonous! Also, salmonella and other bacterias...???
Would you take that chance with your Yorkie and allow them to eat one???