I think once a week is fine and doesn't overdo it. We bathe Yoda about once every 5 days, or more if he was a dirty boy (playing in dirt) or if he played with some other dogs. I think you get by with less bathing if your Yorkie is rather clean.
I forgot to add, it's the soap and shampoo that dries out their skin, so remember to get some gentle Doggy shampoo or perhaps baby shampoo.