Yes, we deal w/ allergies. Before treating them, it's nice to determine whether they're all year round, or seasonal. You could try OTC meds, but I never found them to do much at all -- but, they do work for some. The main ones used in dogs are Benadryl (have to give 3-4x day though, very inconvenient), Zyrtec, and Claritin.
One thing to def try since you mentioned events sort of happen acutely during walks - is to give Benadryl 30mins prior to your walk and then see if that helps.
If it's interfering w/ quality of life, I'd most def consider medicating. It's worth it to see them less miserable. Does he chew/lick his paws btw?
For further info/treatments, read this thread:
http://www.yorkietalk.com/forums/die...tart-here.html