Set aside 1 egg yolk and pour 1 tbsp oil over it. Beat the eggs with a mixer, add the sugar, melted butter, yoghurt with the baking soda dissolved in it, the vanillas and grated lemon rind. Stir to mix all the ingredients well.
Add flour with a large spoon and keep stirring until it becomes difficult to do so, then start kneading it on a floured counter with your hands. Keep adding flour until the dough becomes soft and stops sticking to your hands.
Form balls the size of a walnut from the dough, arrange them with some distance in between them in a tray laid out with baking paper.
Smear them with the beaten egg yolk, sprinkle generously with sugar and bake in a preheated 356°F (180 °C) oven until golden.