Your Yorkie is very cute I have a Papillon she will not come either but will sit the insant you tell her. Always afraid she will take off and get into the street. I have tried telling her come and make it a game and she is responding better to come tell her come a run the other way and they want to know where you are going in such a hurry so they do not mosey they hurry up to see why you are running away from them.
Might try it with your Yorkie it is helping with my Papillon.