Well, it sounds like your cats could fend off the yorkies.
If your cats have all their claws you would have to watch for any rough play early on. I have heard of cats damaging a dogs eye before. But for the most part I have found that different animals learn to respect each others space for the most part. But once in awhile I do see my Siamese get ready to pounce on a yorkie
- never the other way around.