Dissolve the baking soda in the yoghurt and gradually stir it in a bowl with the salt, grated cheese and feta. Melt the butter and add it to the other products. Along with it, add flour and knead a nice dough.
Cover it with foil or cloth and leave it in the refrigerator for several hours to set. Put the dough on the counter, divide it into 10 balls. Roll out each ball into a circle, cut it into 4, then into another 4.
Roll up each resulting triangle into a scone and arrange them in a greased baking tray. Brush the rolled mini scones with a mixture of beaten egg and a little water and put them to bake in a moderate oven.