As far as food goes, I feed my yorkie Wellness Small Breed. It's an excellent food and he should like it, as it'll be much more nutrient-rich than the Eukanuba.
It's still early on, so I would go ahead and switch him. And Canidae isn't a bad food, neccessarily. I think that each brand can benefit certain types of dogs. I would go with the Wellness or Blue Buffalo small breed adult.
And a couple notes for a new yorkie owner:
~Be patient. He will learn his routine and new life in time and he will definitely show his love for you for it.
~Training classes are an excellent idea. Not only does this curb potential bad behaviors, but it'll act as a bonding activity for you all. Petsmart offers training classes that I've taken and love, and they'll also enroll you in another class if you aren't satisfied with yours.
~Get a harness for him. Yorkies are very delicate in the throat area and a harness would be better to walk him on.
~Try to get him into a routine. Waking up around the same time, potty breaks around the same time, etc. This will help him feel more comfortable.
~Try to socialize him around other dogs and other people. Get him used to others so that he can really flourish and have a good time and not be afraid of others.