In a bowl, break up the white brine cheese (or Feta) into small chunks. Proceed to incorporate eggs, baking soda, and yogurt. Set the filling mixture aside.
Allow the oven to preheat to 356°F (180°C) and grease the baking tray with oil.
Lay the pastry sheet over your kitchen surface and gently use a brush to distribute an oil mixture of sunflower oil and butter.
Take the yogurt mixture and spread it evenly over the pastry sheet. Then, lift the closest edge of the sheet and start rolling it into a cylindrical shape. Continue to roll the cylindrical pastry into a snail.
Repeat steps 3 and 4, placing the rolled sheets around the first snail-shaped until you fill up the baking tray.
Apply the remaining oil to the banitsa surface and bake at 356°F (180°C) for 25 minutes.
Allow the baked banitsa to cool off for 10 minutes before slicing.