I wouldn't ever put a bone in with a yorkie. Your right they could choke very easily.
Jess did the same thing when we trained her. She started off great, then regressed. She still does it from time to time in the house a year later.
I felt bad about having her hold it all night so I got a medium crate and put a bed in the front and a pad in the back. She pees (sometimes poops)on it either early morning or during the night and goes right back to sleep. She goes to bed by 9 and gets up around 7 so we all sleep and she gets to pee when she wants. She doesn't pee on her bed anymore ever. I guess I would hate to have to hold my pee all night if I had to go and they are so small I couldn't let her hold it either..
