Cooked or cut bones are dangerous, but raw bones are perfectly safe as long as they aren't the weight-bearing bones of a big animal, like a cow.
My dogs eat slabs of ribs, chicken wings, necks, drumsticks, etc. without a problem. Yorkies might be small, but they are still little wolves and their mouths are designed to chew raw bone.
Raw bones = safe
Marrow, soup or dog bones = unsafe
Cooked bones = unsafe