Yorkies have trachea problems so for walking a harness would be better 100 percent. When Keoki was a baby we used this
Dog Harness, Dog Training Supplies | Sense-ible and Sense-ation Dog Harness it REALLY helped to teach him how to walk on a leash and I swear by it. I had a trainer come over and help me and she recommended this- he wore it until he was a year old and now he wears a regular harness.