We have the same pool cover, it is really durable and tied down with metal hard to get off, I had to walk across it one time, and my GSD went across it, so it will hold the yorkies.
Looks like they are having a blast, mine love the pool, but they also have a little wadding pool just for them, the big pool this year is going to be for Kyleigh, I am going to teach her how to swim.