In a lot of dog trainers' opinions, pulling against the dog's pulling only challenges his to pull ever more. If this were my dog, I would teach him that pulling gets him the opposite of what he wants - moving forward fast. Say "uh oh" or "no" when he pulls, stop dead still, don't reward him with looking at him or giving him any attention as he reacts to the stop and do not start walking forward again until his leash goes slack. Once it does, instantly begin to walk forward again and stop again the moment it goes taut.
Or, , say "uh oh" or "No" as you turn around and walk in the opposite direction for a few steps whenever the leash goes taut. It will totally discombobulate him.
After several walks over a couple of weeks when this takes place, he will learn that the moment he pulls or walks with other than a loose leash, he's going no where fast. Once he does begin to learn how to keep the leash loose by not pulling forward, reward him with the occasional "Goooood boy walkies!" and hand him a quick treat. He'll get the message and learn that a loose leash is his answer to moving forward to get to that next fascinating smell and it gains him praise and rewards and a happy mommie.
I agree that a Yorkie needs to walk using a good, well-fitting harness as many of them can easily squirm out of a too-loose or cheap one that breaks or comes undone and too-tight ones rub and constrict motion.
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