My yorkie has a small cloudy grey spot on his eye that bothers him.

In what way does it bother him?

What does your Vet say? I wouldn't waste any time if your dog is developing vision problems.

Eye problems need to be checked out immediately by a vet.
It could be minor or it could be serious, when you are risking blindness it's best to get it looked at straight away.

Do you keep your Yorkie's hair long in the face. Dogs with short snouts are more prone to eye irriatations such as infections and sty's. They are more prone to getting dirt, hair and debree in their eyes, which can cause seriouse sight problems. You may want to keep the hair around the eyes shorter, unless it is a show dog, which I don' t think it is, simply because you woud have taken her to a vet already. Your Vet will more then likely prescribe an antibiotic in eye drop form. It could also be a cateract. How old is your dog?