Put the yeast cube in a bowl with 4 tbsp cool water, a pinch of salt, sugar and flour. Put the bowl in a warm (but not hot) area until the yeast effervesces.
To the yoghurt, add the baking soda and stir.
In a large bowl, break 1 egg, beat it to foam, add the yoghurt to it, stir well. Then start adding a little flour at a time until you get a thick mixture.
To it, add the bowl of effervescent yeast. Now begin adding flour. Once you've obtained a dough, it's time to knead (personally I find it easier to knead in a tray). Oil your hands and the container you intend to knead in so the dough doesn't stick.
Knead the dough about 20 min. Then leave the dough for 10 min. to puff up (but be careful not to let it puff up too much). Knead for 5-10 min., roll it out into a sheet and divide it up into 6 balls. Roll out each ball in turn into a long strip, crumble a little feta cheese on top and roll up.
Arrange thus prepared spirals in an oiled tray, beat the 2nd egg and smear the loaf with it on top. Next, put in a 392°F (200 °C) oven with the fan on for 40 min. and serve.