Any time a dog eats too much of a fatty food, there's a risk that they could develop pancreatitis. Yorkies have a breed predisposition for developing it, unfortunately. That said, don't panic. My aunt's six pound yorkie girl ate a whole stick of butter that was out on their table while the family was not looking, and she was fine-- not all dogs that decide to gorge themselves on something fatty will get sick.
Watch Rosie closely. When dogs develop pancreatitis, they become lethargic and depressed, their tummies will often distend and be painful to the touch, and they'll often vomit and have diarrhea. If she begins acting sick, call a vet right away.
I hope everything turns out okay for you and your girlie.