awww.. my Yorkie does that too! I'll give him a bone and he will be chewing on it one minute and it'll be gone the next. I would look for it and it is burried in the pillows somewhere. Not necessarily on my side of the bed or my bf's side of the bed. I think its so adorable! It's funny...
I thought this burying of the bones was just one of my yorkied quirks... my old chi didnt do it.