Dont worry. That is not uncommon in yorkies. It is probably reverse sneezing.
http://www.paw-rescue.org/PAW/PETTIP...eSneezing.html
Collapsing tracheas are also a problem in yorkies so talk that over with your vet (and only use a harness, no collars for walking) but I think it sounds like reverse sneezing.
http://www.papillonclub.org/Education/trachea.htm
A lot of people have a hard time telling the difference between the two...I know I did and assumed the worst when Gus first did it but it is just the sneezing... so your vet will be the best person to ask but you can also try to gently rub his throat. When it's reverse sneezing that might help make it stop, with collapsing trachea it can cause them to cough.