Yorkies, I've come to accept, are not what you would call a Northern breed. They don't have an undercoat, so their fur is much like that of a human, just one layer.
I get around that with fleece coats and booties and keeping them moving. It works almost the whole year in Anchorage. I set my cutoff for 5 below. When it hits 5 below, I either shorten the daily walks or skip them altogether.
I settled on that temperature by watching the dogs. When they get uncomfortable with the temps, I can see it. They stick closer to me. If I can keep them playing, we're good, but when I can see they want to get the walk over with, I head home. If they jog home, that means I'm correct. It's too cold.
Another sign I'm getting close to that temperature is frost. In the attached picture, Eddie is clearing frosting up. It was about 2 degrees. Dogs can get frostbite on their nose, so I don't take any chances.
Do you have a temperature where the walks stop?