The former Manchester United player moved to Rovers two weeks ago in a £2m move after falling out of favour at Old Trafford.
Souness has expressed that Yorke and Cole will prove Sir Alex Ferguson wrong after allowing them to leave United.
Souness said: "It's generally the bad things that happen to you that form your character. I would like to think Dwight and Andy a bit of steel and determination.
"Dwight has figured in all our games so far and he looks like a young boy again. There is no doubt he is a quality player.
"He's proved he can play at the highest level and one of the things that makes you a top player is the way you respond to criticism."