A lean dog is better than a plump dog, IMO
Just be careful w/ plumping her up... some dogs are built differently than others and are simply naturally skinny no matter how much they eat. Yorkies seem to be pretty good at self regulating their food amounts also so she's probably just right. Building muscle would probably be better... you say she's active? I know Jackson gained 'weight' in muscle mass and I think it was from all the swimming he does over the summers, plus he's constantly on his back hind legs building up those muscles... along with lots of running, wrestling, walking, etc. So rather than over-feeding her (like you said) I'd just up the exercises. Ever thought about doing agility? That can build muscles. As for food, I've heard from a few people that the pre-made raw food Stella & Chewy's tends to put some weight on some pups. I feed it to Jackson in the mornings for breakfast and haven't noticed any weight gain myself, but he's only eating one patty per day...