Some yorkies are what I like to refer as "bird boned" smaller and petite. I have one and for the longest time I was time I was really concerned that something was wrong as well. Waiting for the getting it for animal cruelty or something I can feel her bones.
The vet reassured me she is fine. It is just her make up. Some will be a little stocker or muscular, just depends on the yorkie. I did end up 3 times a week add 1/2 teaspoon to her food to gain a little body fat. Since we did that for about 4 months (don't do this as a feeding routine for a extended peroid) she has filled out some and has kept the weight on.(she gained 8 ounces, which was just enough) I would never incourage you to try to get a overweight dog, as you are looking at health risks then. How much is eating a little???? If he is little he will eat little. If you are still concerned my advice is "ask the Vet" I know I ask my fair share of questions....lol