This problem is not unique to male Yorkies. I have to agree with the recommendation to change his food. A grain-free diet with fish oil sprinkled on top should help a great deal. My little girl has allergies and our vet has me bathe her weekly and it is clear that the weekly baths are soothing for her.
We have success with NOW Small Breed Formula (it is chicken-free, grain-free and is not too high in protein)
http://www.petcurean.com/index.php?page_id=209.
I hope you find relief for your little boy soon.