I can't see what a little cheese would hurt but our little muchkin likes baby carrots. You don't want a yorkie to gain too much weight and ours is already a little fatty. I have to stay on my husband all the time not to give them too much. Kayla also likes popcorn.
Popcorn is not good for yorkies at all. Check with your vet and I know they will tell you the same thing. Mine said this. They have such tempramental stomachs and should not be given a lot of the stuff out there. There are only a few things that should be given to then for their stomachs to take it.
A lot of different treats are not good for Yorkies. Like the other person said, they do have tempermental stomachs and can't take a lot of different things. Rawhide is a big NO. If you give them too many treats, they can easily develop food allergies.