They will eventually get used to it...you just have to show them who is the boss there.
Ummm so you're saying your yorkies aren't the boss in your house????? LOL
I also brush mine at bath time (my yorkies teef that is not mine) and altho they HATE it, they have no place to go coz my washtub is deep. I get the dirtiest looks! But they have teef like the gum commercial, they have a lil sparkle when they smile!!!