Stir the oil, yoghurt with the baking soda and flour to a dough for rolling out.
Roll it out to a sheet 1/4 (5 mm) thick. Stir the eggs with the crumbled feta cheese and your filling is ready.
Cut the sheet into separate parts, put a little stuffing in each. Fold them to cover the stuffing and press the edges well.
Put them in a suitably oiled tray and bake in a moderate oven.