I have thought long and hard before I decided to finally post some advice, and its meant in the nicest possible way.
Yorkies are terriers, they by nature are ratting dogs so I would start to introduce strict bounderies with her as a puppy so she respects your piggies as part of your family and not something to practise instincts on.
Speaking in my situation with a big dog and one with very obvious prey instincts I have set up clear bounderies with her from the beginning. Sniffing and curiosity is fine, barking, lunging or bounding about them is not fine and she is being taught to be calm around the piggies. Pepper is learning this at the very young age of 12 :o she is learning that she is not allowed to get close to the hutch when the girls are in residence, same applies for the run if I have her outside (and she is on a lead that is attached to me at all times - she cant be trusted and is rather larger than a yorkie). When the girls are not inside, she can sniff and investigate the area where they have been but again she must respect that she is not to get over excited about the smells.
I want at the end of the day for my guinea pigs to feel safe around me and my home, which includes pepper. They are natually prey animals and react that way so I dont want to include any additional stress to their lives because a dog is pestering them. And for pepper I want her to be calm around the girls and anything that smells of them, I dont want her to go into prey drive and she isnt allowed to bark, run or rush towards, near or around the hutch or run (as this increases excitement levels).
Sorry if this seems a bit of a leacture - they are your pets and its up to you how you want them to behave. I wanted to point out some potential (they might not happen) issues that could crop up as your puppy grows up. It might look cute and funny (especially with a small dog) but would it be as funny if it was a bigger dog and the chances of them knocking the run over accidentally when they bounced about and hurt themselves or the piggies was greater.