I just moved to an apartment with my best friend and it's a blast...and along with me, came one of the yorkies from home, Bubba (we have Bubba and Tyke...Tyke stays at home, Bubba is mine). I thought it would be great but it has me nothing but worried

He is doing a lot better, but he still follows me everywhere. If I'm not right by him, he panicks. When I leave for class and work, the entire time I am worried about him being by himself (at home, when everyone left, he at least had Tyke and the two cats to play with...here, nobody

) He used to do nothing but shake and hide before, at least now he lays with my room mate, gives her kisses and such...but if I'm not around, he is upset.
I know he'll get over that...but I don't know what to do when I'm in class or at work...I hate knowing he is wondering around by himself with no other animal to play with. One time I missed my first class to come home and play with him. He looks so sad when I shut the door before I leave and it just tears me apart
How do you guys do it? Is there anything I can do to make him more comfortable being by himself? How do I get him to the point where if I'm not here one evening and my room mate is, he'd be fine? Or is this just one of those things that takes time? On weekends he goes home to play with Tyke (my mom says Tyke, who is an older yorkie, lays around and does nothing when Bubba isn't there...when Bubba is there he's active and acts young so she likes it when Bubba is around to play with him). Is it bad to have him home on weekends and then back here on Mondays?
I don't know what to do to make him comfortable with my room mate when I'm not around, or how to ease my thoughts when I know he's by himself at the apartment all day while we're at class and work

I take comfort in knowing that with my being upset shows I love my dog, though
Thanks, guys