Poor baby !! That must have been so hard to hear him cry like that...
You know your yorkie best - if you think there is something wrong, even with him walking on it - I would take him in - but if he's acting normal and showing no signs of pain - then I'd probably do what you're thinking and hold off......
All the best to him and I hope that accident didn't do any real damage. They're SO fast that can happen easily to any of us with doors...
Sending him get well wishes & hugs from the girls - I hope he'll be ok !!