I give Bella a bath once a week. Brussels gets his bath once a month now. (he's not a Yorkie, has no Yorkie in him at all and thus has fur, not hair).
At first it was every 2 days but now it's down to once a week.
Several members here told me that it's not just about the health of the puppy (which is of utmost importance), but it's also about their mood. By nature, dogs like to be clean...hence why the vast majority won't potty near their bed/food areas.
Bella would shiver when I gave her a bath, and she'd squirm and whimper. After a lot of suggestions here I decided to shower with her against my chest. That's the way we've done it ever since. She's very comfortable with her shower time now, and almost acts like she enjoys it. She even tolerates the blow dryer on low setting without chucking fits.
Hint: Warm up your bathroom with a small space heater before bathtime. You'll be a sweating mess...but your puppy will be very comfortable.