Collars are safe on yorkies as long as they're fitted properly. For most dogs, you want to fit a good size finger or 2 btwn the collar and the neck - but that's WAY too big for a small yorkie. For a yorkie, you only want to be able to just fit your pinkie in that space.
It's not recommended to use collars for walking or leashing - for that, use a harness. I like the Buddy Belt. Collars are for ID only.
