I make bows too!! I havent done them for puppy dogs yet (but SOON WILL BE! YAY) though I do for KIDDOS! I make them for my daughter who had VERY thin baby hair (very similar to yorkie actually).
 
I would use ALLIGATOR CLIPS! You can get small ones and they are light and hold tight. I cover the clips with ribbon and hot glue gun. Then I tie the bows on after folding them with tooth floss. THen cover that with and secure with more hot glue. I gett most of my supplies on ebay! Buy a bag of alligator clips 
