Well we get the tiny ones and they still are a bit too big for him sometimes. So we usually end up breaking them in half. Which is no easy task! I would ask your local man (no offense to the ladies) to break it up if you want smaller peices. Or get yourself some heavy duty wire cutters or something like that to cut them in half. Tiny bits are just fine. But keep in mind the bigger peice you give him/her the longer she/he will be occupied.
A whole one usually gives us about an hour of "free" time. And as we all know "free" time isnt usual when your the proud owner of a yorkie.