I don't know why many vets say not to bathe very often. They don't understand Yorkie coats. They need to be washed. If you use a gentle shampoo, you can bathe your dogs as often as you wash your own hair without ending up with dry skin.
I agree with Deb that you can bathe a couple days after using a topical flea treatment. The preventative is absorbed into the body and therefore, does not wash off after that. Plus, with fleas, you want to bathe! Washing will remove fleas, flea eggs, flea dirt. Not washing will make flea problems much worse.
Winter can be tough on all of us. Try to make sure the water isn't too hot, just warm enough to be comfortable. Oatmeal shampoo, although promoted as great for sensitive skin, can be irritating or harsh depending on the brand or the dog.
Fish oil -- I use Animal Essentials Fish Oil Plus, which I sell, for my guys. They LOVE the taste and customers report the same from their pups.
Animal Essentials Fish Oil Plus in Soft Gel Caps
Definitely also try the coconut oil. I like Cocotherapy and Nutiva brand. Only use a quality organic, no preservative brand. I tried cheaper stuff and it wasn't as good.
If you are looking for a super gentle shampoo and conditioner that you could safely use every day on sensitive skin, try Coat Handlers, a favorite of Yorkie exhibitors.