In a bowl mix the yoghurt, eggs, salt, oil and vanilla. Stir well.
Add the sifted flour and baking powder and knead a soft dough.
Divide the dough into 2 balls. Roll out each one into a very thin sheet. Smear with the melted butter and sprinkle with ground walnuts.
Wrap into a roll and then cut it into individual smaller rolls.
Arrange these rosettes in an oiled tray. Bake at 392°F (200 °C) to a golden color.
Once the rosettes cool a bit, pour on the hot syrup.