Now I have a couple of thoughts here. One, if you are really interested in obedience and agility, go to obedience trials that are often held in conjunction with show trials. Find a local dog club that trains in obedience, and or agility and rally, go see some training sessions. If your interest is still high, take one of your current dogs through Basic agility, or basic obedience, or rally.
If your interest still holds true and firm, then note and investigate those Yorkie breeders who trial their dogs in obedience and or agility and or rally.
There are a whole host of passionate dedicated folks who "work" their dogs, and enjoy wholeheartedly these competitive sports.
IMO, working with your dog (s) is such a wonderful experience. Full sometimes of frustration, joys, fun times, and every week you and your dog grow closer and closer together. In entering formal training, you and your dog, get to associate with dog folks, who speak the same language, who can commiserate with you, over a lapsed sit/stay, or improper sit.
I remember my very first competitive obedience trial for CD (Companion Dog), my total fear was the heel off lead. We did so well, change of paces, the stops, and at the very very end, it was the come/return and Magic came all right sat as he was supposed to in front of me, then I was given the signal by the judge to complete the exercise which was heel around, Magic looked at me as if he had never heard this before

he stood, he went from paw to paw, he shook his head, he stepped back and forward then stood again in front of me. I didn't know what to do! I looked at the judge, she shook her shoulders at me (big help!), so I thought well damn it we failed this exericse, so I will give the command again, then he heeled around as if the first time didn't happen at all. I was so happy!. And we passed that day, and the next two days, earning 2 high in classes along the way, and our CD title. Great memories, great experiences are just waiting for you.