Hi:
I don't actually have a yorkie, but my late Lhasa Apso, Pepper, wore a ponytail in her hair for the full 13 years we were together. I had the same problem until I began using the "ouchless" hair elastics...I have a package here by "Goody" (
www.goody.com)
I also use them in my hair and they are great. I hope this helps...Pepper never minded them and as she got older, she would sit for me as soon as I said I needed to fix her pony.
Good luck,
Terri