Mix the yoghurt with the baking soda and leave it to bubble. Add the egg, feta, oil and stir. Sift the flour and begin pouring it in gradually until fully absorbed.
The dough becomes dense and sticky. Pour it into an oven dish with baking paper using a spoon to help you. Be sure to leave space between the spoonfuls of dough because they'll double in volume during baking.
Leave them to rest for 10 min. Then make a hole in the middle of each with your finger and place a piece of butter in it. Bake in a preheated 356°F (180 °C) oven about 20-25 min.