Grate the feta cheese on a grater. Take 2 phyllo pastry sheets and put one atop the other. Sprinkle with a little oil on top and put a little of the grated feta cheese.
Wrap the phyllo pastry sheets into a roll and make cuts every 2-3 finger widths along it. Arrange the resulting rosettes upright in a tray smeared with melted butter. Arrange firmly next to each other. Repeat this process for the rest of the phyllo pastry sheets. After you've arranged all of the rosettes, prepare the topping.
For the topping, extinguish the baking soda in the yoghurt. Pour this into a deep bowl. To them, add the eggs, water, salt and oil. Stir it well with a spoon until you get a homogeneous mixture. Then, pour it over the prepared phyllo pastry.
Bake in a preheated 356°F (180 °C) oven about 40-45 min. Once it's fully cooked, take it out of the oven, sprinkle lightly with water and cover with a towel for 10-15 min.