My vet says they need them both, especially the dry food. I don't give wet food everyday, but I do mix it in twice a week. Yorkies are so finicky when it comes to eating they pretty much do what they want.
Your pup will eventually get hungry and will eat the food, trust me. Everyone here will tell you, we've all been thru it. You may have to change your pups dry food if he really just does not like it, good luck.