Ha, I'm obsessed with winter care for Yorkies. I could go on for days, but I'll try to boil to down to the things I find most helpful.
1. Booties when there's snow on the ground. Get the simplest ones you can find or make. A fleece sack with velcro on the top works great. Or anything waterproof that isn't too slippery. You can get some ideas at
Dog Booties.
Your dog will likely revolt when you try to put them on, so start slow. Be satisfied with a few steps, then treat. Eventually lengthen the time.
2. Fleece coats. They don't have to be especially heavy, just enough to give them a little extra insulation.
3. Windbreaker. For extreme cold, I'll put something nylon on over the fleece. It cuts the wind.
4. Misc.: I always pack down an area to a favorite pee spot after a fresh snow. On walks in fresh snow, I wear snowshoes and walk ahead of them. Also, don't let them dawdle on walks. Keep up the pace so their body heat keeps them warm.
I take mine on walks 365 days a year with temps as low as -5 F. My 10-pounder never wants to go back in the house. Occasionally, my 4-pounder starts to shiver, and I'll immediately put him in my coat or a fleece carrier that I have.
Good luck!