We work with a rescue and this seems to be a common problem there too!
We use the organic canned pumpkin (a lumped teaspoon) and mix it in with their food and it has actually worked for us!
I would be leary of the MSG due to the fact that it portion size for a Yorkie could be daunting. It is considered safe for humans when "eaten in appropriate levels" but being a sodium derivative I would worry about blood pressure issues and diabetic issues from MSG consumption.
Here are two links relating to just those two items:
Diabetes:
Glutamate ingestion: the plasma and muscle free amino acid pools of resting humans -- Graham et al. 278 (1): E83 -- AJP - Endocrinology and Metabolism
Blood Pressure:
Handbook of food, drug, and cosmetic ... - Google Books