In a bowl, sift the flour, add the yoghurt and ammonium bicarbonate which you've mixed together beforehand, as well as the melted and cooled lard, plus the vanilla sugar. Stir well, knead a smooth and stretchy dough, add more flour if needed.
Divide up the dough into small walnut-shaped balls. Flatten each ball lightly into a pita and add a piece of Turkish delight. Shape the whole thing into a ball again.
Arrange thus prepared balls in a tray with baking paper, bake in a preheated 356°F (180 °C) oven to a golden color.
Another way to do it is to mix the powdered sugar and vanilla in a plastic bag, put several of the hot balls in it and shake. Arrange in a suitable plate and leave to cool.
Store the Turkish Delight Balls in a container with a lid. The longer they sit around, the crumblier they get.