Stir the yoghurt with the baking soda until effervescent, add the sugar and egg and stir again. Add the flour and if it's runny, add a bit more flour. Grate the apple on a grater, drain from the juice slightly, mix with the cinnamon and pour it into the mixture.
Cut the baking soda Turkish delight into small pieces and add them to the mixture. Smear 2 phyllo pastry sheets with a little of the melted butter and arrange them on top of one another. Spread 3-4 tbsp of the mixture along the entire sheet and roll up into a roll. Do this for the rest of the sheets.
Arrange the rolls in a buttered tray, cut them into pieces and pour the rest of the butter over them. Bake in a preheated 356°F (180 °C) oven about 25 min. until they gain a golden color. Boil a syrup from the water, sugar, add the vanilla and pour this over the phyllo pastry.
Leave it in a cool area to soak it in. It tastes best the next day.