Dissolve the baking soda well in the yogurt and beat it with the sugar. Add the oil and flour, while continuously beating. Add the grated lemon rind and vanilla to the mixture.
Pour the mixture into a greased and floured oven dish. Sprinkle the top with finely chopped Turkish delight and crumbled walnuts.
Bake the cake in a preheated 356°F (180 °C) oven. Serve the Greek cake with Turkish delight dusted with powdered sugar.