I would like to say to keep your Yorkie alpha. He gets taken out first, fed first, gets treats first. Also have each sit or something before getting food or treats. I have done this with Bentley when I got his brother Baxter, my Boxer. It's a pack mentality that you as owner are the alpha, then your Yorkie and then your shepherd.
By the way I also had German Shepherds and they are really great dogs!