I have a dog that pulls all the time and I use a harness without a problem. Although not as attractive, I use the easy walk harness, it helped Teddy with the pulling a lot. Doesn't matter how much your dog pulls as long as your dog is
placed in properly he will not get out of his harness. I strongly advice against using a collar on a yorkie. It's not safe, especially on a dog that pulls.
Easy Walk Harness Product Description - Premier Pet