Dissolve the baking soda in yogurt, start stirring once it becomes effervescent and add the flour, salt and cheese to it. Mix well and knead the dough. Allow it to rest for 20 minutes, covered with a towel.
Then divide it into 10 pieces that are shaped into balls. Place them in a buttered and lightly floured tray and flatten them. Brush with the beaten egg and in the middle of each ball put 1 piece of butter.
Optionally, sprinkle with grated cheese and put the buns in a very hot oven at 482°F (250 °C) for about 20 minutes.