Don't worry, you're not horrible for this, I had to ban my cat from my bedroom because he would never settle down and I wouldn't get any sleep. Plus if he wanted a midnight cuddle he'd put his face right next to mine and MEOW until I woke up and pet him. He's a total jerk, lol, but I love him, and to continue to love him I've locked him out of my room. He took a couple weeks to get used to it but now I sleep sound, and so does Rizzo...in fact I usually don't know where Riz is during the night until I roll over and he pushes me off him :P.
Get all the sleep you need, because you need it! plus transitioning them now before baby comes is going to be much better, the less that changes when the skin kid comes the less they should dislike it...should anyway, yorkies are selfish little creatures when it comes to mom