How long have you had him? He may just still be adjusting to a new surrounding. It might take lots of time and patience for him to adjust.
I would keep trying and let him know how much you enjoy holding him, but don't force him for longer than he will accept it. Just do it often and praise him for letting you cuddle him, reward him for a treat if he lets you do it for a little bit, then do it again later.
I hope that as he ages he begins to enjoy the cuddle time. I absolutely love to cuddle with my Yorkies. I have one that would rather lay against my leg than be cuddled most of the time and I enjoy that. Another one likes to cuddle some, just not too much and my daughter's puppy would lay in your lap all day long and likes to be held like a baby.
Good luck!
__________________  It's raining Yorkies here! LOL Teek  ,Rowan  , Raksha (Grand Puppy)  , Raelyn |