Put the baking soda and ammonium bicarbonate in 1/2 the yoghurt.
Pour the rest of the yoghurt in a bowl, add the sugar, oil and vanilla. Once the sugar is dissolved, add the yoghurt with the baking soda.
Stir and gradually add flour. Knead a soft dough. Tear bits from the dough and shape balls, roll them in sugar and arrange in an oiled tray.
Bake in a preheated 338°F (170 °C) oven.