First I love that picture of Lexi. She looks shocked like you just caught her in the act.
These yorkies thrive on attention. Do not underestimate the power of a puppy timeout. I still have issues with Bentley (will be 6 months in a few days), but time outs work wonders. PTO was a very common phrase spoken in our home when he was younger.
Try putting her in her crate for just a few minutes, she's young so it does not have to be long, the moment she gets out of hand. Once she's in, make sure you are out of eye shot and do not speak to her. When you take her out don't be afraid to put her back in if she starts back up. They as smart and they will start to associate certain behavior with being put in time out. Like any training option consistency is the key.
She's adorable, try to enjoy her, they grow fast and yes they do grow out of this. It really does get better.
