Welcome to Yorkie Talk. I agree with separating them when you cannot supervise.
When they are together, try directing them to constructive things like trick training together. My 2 boys forged a bond by performing simple tricks for small food rewards: sit, down, shake hands, and so on. When they wrestled too hard, I would break it up with a couple minutes of training.
They also played fetch together. These things kept them from wrestling, which included play biting.
When your puppy is old enough, walks are also helpful for forging a bond. Also helps drain energy and discourage rough play.
Having a daily routine of meals, short training and play sessions, and walks helps.
We had a little bit jealousy when we brought home our second. The younger one had to sleep in the pen at night next to the bed. I also separated them with the pen when I could not supervise. We also separated their bowls and stood over them. The boys also had separate piddle pads because the older boy was guarding the pad.
