Pour the yoghurt into a bowl and stir with a spoon until smooth. Add 1 tsp baking soda. Wait for it to become effervescent.
Crumble in the feta cheese and gradually add the flour, which you've sifted with 2 pinches salt beforehand. Stir and once the flour is absorbed, the dough will begin to separate from the walls of the container. You're going to get a thick, sticky dough.
Smear the oven tray with soft butter. Scoop 1 full tablespoon at a time from the bowl with the dough. Arrange them in a buttered tray with some distance in between them.
Make a hole in the middle of every bun and put a lump of butter in each - about 1 tsp. Heat the oven and put the buns to bake at 392°F (200 °C) until reddened.