Place yeast, flour, sugar and salt in a bowl. Add yoghurt and olive oil. Gradually add the water.
Mix well and knead the dough for a few minutes. Form a ball and let it rest for 45 minutes to an hour.
Meanwhile, mix feta and yoghurt. For the side sauce, mix the olive oil and dried oregano in a small bowl.
Once the dough is rested, cut it into pieces of about 50 g. Each one will form one naan. Redevide each of these pieces in half.
Using a rolling pin, spread out the pieces one by one and form your naans by making a round about 15 cm in diameter and 0.5 cm thick.
Place a spoonful of filling in the centre of the naan.
Then cover with another piece of dough. Gently roll out and do the same for the other naans.
Heat a frying pan without adding fat. Place the naan on the pan. Cook for 1-2 minutes on each side.
Place on a plate and add a bit of olive oil and oregano sauce. Enjoy it still warm!