The reason you shouldn't comb your yorkie's hair dry, is because it can break the hair- so what I do is use a spray on, leave-in conditioner. I spray it in my hands, and then massage it into Schatzi's fur before I brush, then comb it. Leave in conditioner is good for getting mats out of hair also, and it makes your doggie smell good between baths!
Since my dog is just a puppy, I'm using Pet Vantage Botanical
tearless puppy shampoo. I bathe her once a week, and then after she's towel dried I apply the leave in conditioner before brushing. Hope this helps!
I don't know how old your furbaby is, but as they get older I've heard that Cowboy Magic works really well for longer adult coats.