I am not against training collars - but
I most definitely am against using the shock mode -- I would *not* use shock mode. Try it on yourself first, on the very lowest shock setting - and see for yourself - it's just AWFUL feeling! It's way too big of a shock for a small yorkie (or any size dog, really, imho).
HOWEVER, two things....1) these collars also have beep mode and a vibration mode -- neither of which is painful, uncomfortable, or cruel - these are modes that can get their attention readily and interrupt whatever behavior is occurring. Like this one:
https://smile.amazon.com/gp/product/...?ie=UTF8&psc=1
And 2) you could also try the non-collar
bark genie, however, it will also affect your other dog...which may not be preferred.