The OP is asking about letting her puppy
play outside in the snow, not just letting her outside to potty. Yorkie's are much different from other dogs when it comes to cold tolerance so comparing them with others breeds is like comparing apples to oranges. They don't have fur or an undercoat like the other breeds, so they cannot tolerate the cold. They have hair like we do. Putting them outside for a long period of time in the snow is like stripping you naked and sticking you out there
Rule of Thumb: If it feels hot or cold outside to you, then it does to them too.
To the OP: Sounds like you're a great Mommy to be so concerned