Yep, its much worse with puppy coat and cotton coat Yorkies. I did notice that it got better once my Ruby a cotton coat grew out her adult hair and lost of her puppy undercoat. It also helps to not leave the clothes on too long and groom them on a regular basis.
If you need some tips on grooming and getting those tangle out you are more than welcome to look over my page on grooming form my web site:
www.dawnsyorkies.weebly.com/groomingtips