Welcome to Judy and Romeo
Welcome to YorkieTalk I am so glad that you joined. I am sure that someone here can help you with Romeo's skin problem. I see that Brady's mom mentioned MinkSheen - it is the BEST shampoo I have ever used. You might want to give it a try. Also Mane and Tail Shampoo will strip the natural oils right out of the coat. It might be a bit too drying, though and then you will wind up with itching but for a totally opposite reason
Something internal is causing the "black heads". I would look closely at his diet and consider changing foods. I am not satisfied with any kibble on the market so I have started home cooking.
Good luck and please keep us posted.