Beat the yoghurt with the baking soda and sugar and leave it for half an hour. Add the oil, vanilla and flour to the effervescent yoghurt. Stir until you get a smooth homogeneous mass.
Put the mixture into a pre-greased form. Sprinkle it with the chopped Turkish delight and chopped walnuts. Bake in a preheated moderate oven until ready.
After removing, sprinkle it with powdered sugar.