We also taught Loki "off" no pinching needed. Throw a treat on the floor and the second all 4 paws hit the floor you say "OFF" Yorkies are smart and pick this up in a few tries. Don't put so much faith in Cesar Milan's methods - there is no need to pinch your dog. You can also turn your back and ignore the dog until he is sitting nicely. Or, you can ask for what's called an incompatible behavior like a down/stay.
Here is a link to a fabulous article by Pat Miller. I love her book Positive Perspectives. Loki's trainer highly recommends her stuff.
http://www.thepetprofessor.com/artic...le.aspx?id=107