Sift the flour and make a well, pour the melted lard in it, the oil and the yoghurt in which you've extinguished the baking soda.
Knead well, add the vanilla and more flour if needed. Leave the ready dough to rest briefly.
Cut the Turkish delight into small cubes. Form identical balls from the dough and stick a Turkish delight piece in each.
Bake until slightly reddened and while still warm roll them in a bowl of powdered sugar.