Dissolve the baking soda in the yoghurt until effervescent and mix it with citric acid, salt, eggs and yeast. Add flour, knead into a soft dough.
Divide the dough into 25-30 balls and let them rise. In the middle of each ball, put a piece of Turkish delight and shape with your hands.
Put the donuts to fry in a deep container with very hot oil. While still warm, sprinkle with powdered sugar.