Break the eggs in a large bowl but set aside 2 of the whites in another, small bowl. To the eggs, add the sugar and beat well until it's absorbed.
Add the melted (not hot) lard, vanillas, lemon zest and the yoghurt which you've mixed with the ammonium bicarbonate and baking soda. Stir very well until homogeneous and add the sifted flour in lots, to obtain a soft and smooth dough.
Melt the butter. After it cools a bit, add the set aside egg whites and stir with a fork until mixed well.
Form balls from the dough the size of a walnut, flatten each ball into a pita, place a piece of Turkish delight in the middle and form it into a ball once again.
Roll the formed balls in the egg white mixture, then in the ground walnuts.
Arrange the balls in a large oven dish with baking paper with some space in between them. Bake in a preheated 356°F (180 °C) oven to a light crisp.