Below is a screen shot of a reply I received from Vetnostic, a company that tests Yorkshire Terriers (and other breeds) for coat color genes. They basically say that not all dilute (Blue) Yorkies will go on to develop Color Dilution Alopecia (baldness and skin problems), but there is currently no test to determine which ones will. Here is a link to their website:
VetNostic Laboratories - Veterinary Genetic Testing - Yorkshire Terrier testing
I have to give them a big thumbs up for being the first company to answer my question!