Well... personally, I think they will grow out of it and learn to be buddies.
But you'll have to describe a little more in detail, when they are playing a.k.a fighting.. are they hurting each other? Are they yelping out in pain? Is there mean growling involved? If not, they are probably just being puppies and it's totally normal!
I think they're better off having each other
And it's easier sometimes. When you leave the house, you know they have each other. And you get the potty training, puppy stage, etc out of the way at the SAME time! A lot of people will get one dog and then a year or two later, get another puppy having to go thru that puppy stage again :P Which can be very rough!
You can see a video a few seconds in of some Yorkie pups playing together here:
YouTube - Yorkie Puppies Playing
I don't think you should give up - keep them both! I believe you will be happier in the long run!
My yorkie, Jackson, plays with my moms dog pretty rough. He will bite her ankles and her ears but she plays along with him, it doesn't bother her. It's just how dogs play. I think you will KNOW when and if it gets sincerely too rough.