Beat the oil with sugar with a mixer and add the egg yolks 1 by 1. Stir well and add the yoghurt, then the flour and baking powder and continue to beat until homogeneous. Pour the resulting mix into a buttered baking dish and bake in a preheated oven at 482°F (250 °C).
Beat the egg whites with a few tablespoons of sugar into snow, add 1-2 vanilla packets for flavour. Once the pastry is baked, remove and smear it with the marmalade and beaten egg whites and bake until the glaze receives a nice pale pink tan.
Cut the delight into rhomboids and present it.