Mix the baking soda with yoghurt to make it effervescent and add it to the sifted flour with baking powder, eggs and oil. Knead the dough well and let it rest for 20 minutes. Then roll it out thinly and smear it with a marmalade of your choosing, sprinkle it with crushed walnuts and roll it up.
Cut thin slices from the roll with a sharp knife. Arrange them in a greased pan or lay them out with baking paper and put them to bake in a pre-heated 356°F (180 °C) oven for 15-20 minutes.