Try some clicker training ,you can do a search on here and see some excellent posts on training. I think that a training class which uses positive training methods gives you the best results in the long run. I would not use a choker chain on a yorkie you may end up damaging the neck and the dog having a collapsed trachea.
My Alfie used to pull on his lead and I used the clicker training method of stopping ,then click when he relaxes and move on takes a while and a lot of strange looks from everyone,you have to stop each time he pulls, then he gets a reward for not pulling they learn that its more advantagous to walk beside you with no pulling!
Training should always be fun and it can be,hope you find a solution and a new class!
__________________  From Julie  Alfie  & Lottie |