I would definately say... a gradual introduction is needed. He's definately going to be jealous and its going to be very important to for you to be firm with him when he acts out. Being that your new Yorkie is so small... I would definately never leave them together when they are alone. You might have to limit his ability to roam free in the house, because if you crate train the baby...her ability to see him roam free might hender that. Im by far not the expert...but, I would definately be cautious in the begining...Cant wait to see pics 
