Many dogs will engage in some humping behavior before and after being fixed. Whenever you see the behavior, I'd just stop it and re-direct it toward a "stuffed lover dog"...keep doing that over and over. And, also let Lexi put Roxie in her place too.
Just fyi, btw, there is no such thing in the yorkie breed as a "teacup" or a "micro" - these are just marketing terms used by unscrupulous breeders who are trying to get more money for their "product". Using those terms has been extremely damaging to this beloved breed
. Any yorkie that is 7lbs or less is just considered a standard yorkie by the breed standard - there is no separate weight class for 2 or 3 pound yorkies...no such thing. Just fyi.