I've heard that if you take dogs that aren't fully grown on too strenuous a walk you can do damage to them - joints and bones and whatnot. Tho' before I was told this I used to take dougal for long walks before he was fully grown and it hasn't exactly stunted his growth - he's 15lbs now at three years old.
At least with yorkies if they get too tired you can carry them easily enough.