You really do need to listen to your vet and find a food that your pupster will eat...one that is good for him!
One thing I want to share with you is this: I hear people say this all of the time; that their pups will not eat the food they give them. I believe that it is simply a problem of the owner giving in too quickly and giving them other foods. These little darlings can train us quickly!
I have fostered and owned many yorkies and most of them came to me as adults. I have yet to have one refuse to eat. Oh, it sometimes takes a day or two...even up to a few days (which is rare); but they all eat!! So...hang in there ... make him eat what is good for him so that you can enjoy him for many many years!
Welcome to YT! You will learn a lot here. I suggest you browse the Health and Diet forum where you will find lots of great information.