There have been many threads on this forum about this subject. I think most would agree that coloring or dying a yorkie is unethical but there are some that do it. Some just call it 'enhancing' the coat color and see nothing wrong with it.
Regardness, it is something hard to prove and no one will publicly admit to doing it. I would not say that most people do it. I know many yorkies that are shown naturally with no color enhancement. Personally I feel that more focus should be placed on soundness and coat texture rather than if the coat is the right shade of steel blue.