Did you start out using just a little grooming band? It's best to break them in slowly. Groomers generally use tiny little bands and then place the bow because clips and just one band generally will not hold the hair very long.
Your pup can't really feel the little grooming bands if they are put in properly. As they get used to having the hair up in the band you can eventually add a bow. Always distract them with a treat and maybe some play after placing the band or bow. If it is in properly they will forget it is there. The hair should never tug on the pup's skin or eyes at all.
I buy my bands here:
Amazon.com: Latex Free Dog Grooming Bands by... 500 for about $10.00 including shipping. They are latex free and the hair doesn't catch in them as much as the rubber ones. Five hundred will last you a very long time. They sell little scissors that you can snip the band out with so you don't pull out hair.
If you go to the featured Yorkie products for sale area here on YT you will find a link to the Bow Biz site. They have a page that gives some good instructions on band and bow placement with pictures and a video.