Congratulations! And Welcome to YT! Yorkies are notorious for being picky, I know many have struggled with this.
Yes, you need something formulated for puppies, or all life stages. There are many out there that feed a certain brand of dog food with wonderful results but not one food works for every dog. You just have to find what works for you!
I like Acana,Orijen, Nature's Variety, Fromm, The Honest Kitchen, Wellness, Castor and Pullox, Pinnacle.. Just to name a few
Since he is so little, I would definetly buy some Nutri-Cal and keep it on hand. Yorkies are prone to Hypoglycemia and if he looses his appetite his blood sugar can drop causing devistating effects. It also will help stimulate the appetite as well.
For me, when I get nervous I always make a quick phone call to my vet. Yes, I have the number on speed dial. And when I brought Taycie home I was a nervous wreck. For me it always eased my mind to seek professional advice if I was concered at all.
Hope this helps!