I just put a collar on Ruger and let him fight with it 'till he got used to it." I have heard horror stories about collars on Yorkies so I would heed what others have said. They make "breakaway" collars for dogs so they don't get hung up, and I would also recommend a harness for walking your dog, especially if the dog pulls.
I put a harness on Ruger and left it on all day. He ate right through it.
It sounds as though the best thing to do right now is forget the collar and use a harness when you finally do take him out. I like the ones that the dog steps into and buckles on top of the dog's shoulders. Easier than the ones that slip over the dog's head.