I also have a very shy yorkie. I would recommend buying this book it is very helpful and has helped me with my fearful dog.
Amazon.com: Help for Your Fearful Dog: A...
Polo is the type that when I try to go pick him up he runs away and he never really likes to come to me. And he was scared of the leash would run away whenever I brought it out, but finally now with the help of the book He will come and touch his leash so I can hook his leash on and take him outside.