My little Peanut is almost 5 months old and he has lost all his bottom front teeth and most of the top front ones. It hasn't seemed to bother him too much, but his gums looks a little red when the teeth first fall out. One of the Yorkie books that I have says that they should begin losing their their puppy teeth around 4 months or so and are usually done by around 6 months.
I just wish I had found some of Peanut's teeth for his scrapbook! FYI, the vet says that they often swallow their teeth when they lose them, so don't be concerned if you don't find any.
Hope this helps!