Competion among pack members is normal dog behavior. I have two myself, and what I do is pet them both at the same time, or let one lick you while the other one is being pet.

Sometimes, I can play fetch with both at once, using different toys and they will ignor each other.
Do not feel bad about giving one attention when the other one is momentarily ignored. It will happen, but as long as you love both and play with and cuddle both your Yorkies, they will most certainly both love you back many times over!