Yep, we've got Yorkies in our bed too

I didn't do this when they were puppies though because I was so scared that either my hubby or I would roll over and crush them because they were so tiny. And yes, I was scared of them also falling off the bed back then. So when they were babies, they slept in their crate with lots of fluffy blankets to keep them warm and a few toys in there as well.
My Stedman will sometimes jump off the bed in the middle of the night to chase the cat

but Tatum is too scared of heigths and she wouldn't dare. Our problem isn't so much that we are worried about them falling off the bed, it is just trying to BREATH because they always smother us