Heat the carbonated water a little and mix it with the yoghurt. Add the salt, sugar, yeast and melted lard.
Stir to mix all the ingredients well and add the yolk of 1 egg. Continue stirring and pour the white flour in spoon by spoon - as needed to get a stretchy dough.
Leave the dough covered with foil or a towel in a warm area to rise.
Divide up the ready dough into small balls. Stretch each one a little with oiled hands and put dry, crumbled feta cheese in the middle of each. Form it into a ball again, so the feta is in the middle, and arrange the salty buns onto oiled baking paper.
Smear each one on top with egg yolk beaten with a little oil. Bake in a preheated 356°F (180 °C) until golden.