Well my first suggestion would be a second Yorkie for him to play with.
But baring that, if you don't mind picking up a bit of a mess...when your toilet paper roll is empty, take the cardboard roll put a biscuit or treat - nothing soft like peanut butter - in it and fold the ends in to close it. Toss on the floor and watch as he tries to get to the treat. Some times there is quiet a mess of shredded cardboard, some times not so much. I don't mind cleaning it up occasionally as they seem to have a lot of fun "digging" out the elusive hiding treat.