Since this is all new to me also I can just tell you what I have learned. Each dog is different and what works for one might not work for another. Some people use Neutrogena oil instead of the lanolin. I have heard some swear by the Ice On Ice but I have not tried that yet. Most people don't recommend wrapping the coat until it gets nearly floor length. When you do wrap you have to really watch them at first to see how they act. Some Yorkies will pull the wraps out hair and all. Also you would probably have to keep your Yorkies away from other dogs when they are in wraps so the other dogs won't pull on the wraps. Some people just use soft scrunchies on the coat.
This website has great articles on coat care, wrapping a coat, showing, etc.:
http://members.cox.net/jrogan/