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How to break up dialog if some of the dialog is not in quotes?

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I have a technical question.

In my story, I've several chunks of dialog where one character's response is a grunt or a groan or rude sound or a swear word, or whatever, but is not in quotes. As a fake example:

William said, “Sweetie, raising greyhounds is not easy. But it is the family business.” Elisabeth groaned at the turn in conversation. She rubbed the back of her neck. William said, “Of course, you don’t need to take over the family business.”

Is this better as is, ^^^ shown above, a single paragraph, or should it be broken into three, as below?

William said, “Sweetie, raising greyhounds is not easy. But it is the family business.”

Elisabeth groaned at the turn in conversation. She rubbed the back of her neck.

William said, “Of course, you don’t need to take over the family business.”

I assume either is OK (but don't really know) and am curious if one is better than the other. Thanks in advance.

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Despite the sources that ScottS cites, I believe this idea that you should use a new paragraph for a new person speaking is bogus. Paragraph rules are paragraph rules. You use a new paragraph for a new thought. A new person speaking is often a new thought, but not always. In particular, dialogue that is incidental to action can often involve more than one person speaking in the course of a single moment of action that should clearly be written in one paragraph.

Tom said "Hello, baby," while Harry whistled and Dick tipped his hat to the lady.

Splitting that into three paragraphs would clearly be absurd. As would splitting the following:

Tom said "Hello, baby," while Harry exclaimed "Yowza!" and Dick whispered "Oh boy!" under his breath.

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Personally, either may be correct, but visually the second broken up option is better. It better redirects the reader's mental view from William, to Elizabeth, then back to William.

Breaking paragraphs does this, and as an author it is your prerogative, a new paragraph is a signal to the reader to reset what they are looking at (in their imagination). Our natural inclination, in a conversation, is to look at the person we expect to speak next, or at the person that begins speaking. After William talks, it is better to break paragraph and look at Elizabeth to see her reaction (in speech or otherwise), how she received that information. After Elizabeth "answers" (with action or words or sound), we should break paragraph as we look back at William to see how he reacts.

This is the nature of how we talk, people that watch the face of a speaker have far higher comprehension rates than when they can only hear the same speaker.

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