Hi,
My yorkie follows me alot to. But I have been able to train him to STAY, you can train him to STAY and after a while he will understand. I actually can get up and do things around the house and he will just lay on the couch. I would try not showing him attention when he follows you. After a little training with the STAY command and ignoring him you might find he doesn't follow you as much. But it will not stop completely. Yorkies are companion dogs and love to be with you.
Oh, and my yorkie actually doesn't get up at night with me anymore. I started out telling him to stay when I got up to go to the bathroom. He will now only come if I call his name. Which I only do when its time to go out in the morning.
Hope this helps.