I have never had a problem like this with my Dogs. I only do one thing that may cause mine to be rather "brave".
One of the "encouraged" activities is that when they are young, I intentionally coax them to chase the Squirrels. Verbal comments like "sick um", to get them going. It doesn't take many of those, and they know they're "supposed" to chase those little guys. Fortunately (for the Squirrels) Yorkies aren't known for their speed.
I think this may...
Give them a sense of territory.
Encourage their protectiveness of me and that space.
Enjoy the responsibility of actively participating in a Pack function.
Is great exercise for them.
Hones (to some extent) their Hunting instincts.
MY Female Becca (1 yo now) arrived and was very docile. Not quite as bad as Molly, but pretty close. NOW, she's the first one out of the Doggy Door, and save for the speed challenge, she'd be eating Squirrel every day !
In addition to that, she joins my Male Sneakers in monitoring the property from their views from the second floor, and frequently make a dash out to the yard, to "protect" it from a viscous Cat or whatever.
So, all in all, I think that "bravery" is learned, and if you don't encourage them to use their natural instincts like that, then it's possible that they'll be like that forever. I don't get a chance to observe each "charge" they make, but when I see either of them really "putting out" to get that done, I praise them generously.