Combine the water, yeast and sugar in a bowl. In another bowl, beat the eggs with the yoghurt, vinegar and oil. Sift the flour and make a well. Pour in the egg mixture, yeast and knead a medium stiff dough.
Divide it into 4 parts. Roll 1 ball into a thin sheet. Put it on a clean towel. Sprinkle with oil. Roll out a 2nd sheet and place it atop the 1st.
Smear with oil again and sprinkle with walnuts and chopped into pieces Turkish delight. Wrap it into a tight roll and twist it. Arrange it in a spiral in a buttered oven dish. Do this for the rest of the dough. Leave it to rise and bake at 392°F (200 °C) about 40 min.
Take them out and leave to cool well. Cut it up into pieces. Make a syrup from the sugar, water and vanillas. Boil about 15 min. Leave it to cool a little and pour it over the cooled phyllo pastry.