Oil or use malted butter to brush the bottom and sides of a round baking dish. Set aside.
In a bowl, combine yogurt and baking soda. The yogurt will foam up from the reaction with the soda. Add crumbled feta and eggs. Mix. Set aside.
Melt butter or use vegetable oil. Spread the butter over one of the phyllo sheets using a pastry brush. Then flip the sheet over the one underneath and spread about 3-4 tablespoons of the yogurt-feta mixture. Roll both sheets from the wider side, creating a log. Place on the center of the baking dish, creating a snail shape. Repeat the same process with each layer, oil/butter, flip, spread filling, and roll both sheets. Continue the snail shape with each roll starting from the end of the previous one.
When done, brush the top with more butter/oil, and if you have any filling left, spread it on top.
Bake in a preheated oven at 350F (180C) for 25-30 minutes or until golden brown on top. Enjoy hot or cold.