Welcome to Yorkie Talk.
Baby gates!
Train to sit and stay on command when the door is opened. Use a little rug or something designating the spot. Give the command with a hand signal. You can find videos on YouTube. Praise and reward when your pup follows the command.
To be honest, I thought my boys were trained not to door dash. The other human in the house was not good at giving the stay command. Nor were guests. My Teddy got out and chased the UPS truck. I was very lucky to be returning home at the same time and saw him sprinting down our driveway. I called him to me and he came, hanging his head because he knew he was being naughty. I gave him a big hug because I didn't ever want him to be afraid to come to me.
BUT, BUT, BUT, I put up baby gates that day to keep my boys away from the doors. They cannot enter the front foyer or the back hall to the garage.
For me, better safe than sorry.