Prepare the filling. Crumble the feta cheese and mix it with the eggs, yoghurt, baking soda and oil.
Fold 1 phyllo pastry sheet along its length to make a rectangle. Sprinkle some of the filling and fold lengthwise again. Start folding it into small triangles from one end until you reach the other end.
Repeat for the other sheets and filling (leave a little aside for sprinkling). Arrange the phyllo pastry sheets in an oiled tray. Sprinkle with the remaining filling and put pieces of butter on top.
Bake at 392°F (200 °C) about 30 min. or until they gain a golden color. Take them out of the oven and sprinkle with a little cold water (if you want them to remain crunchy, skip this last part).