Maybe you should take you Yorkie to the park to interact with other dogs. Don't held him. Let him check them out on his own, but stay close so nothing bad happens.

If you want to pick him up, be patient. Let the Yorkie come to you don't go to the Yorkie. When he comes to you pet him and see try to pick him up. If he try to escape from your hands, let him go. This may not be his time. Get him use to you. Don't rush him or it'll take longer.

Help this dvice helps. Good luck!