Lightly oil your tin and sprinkle half a teaspoon of sugar on top. Not too much as it will burn during cooking.
Activate the yeast by mixing it with the warm water and tbsp of sugar.
Meanwhile, beat together the yogurt, lemon zest, salt, sugar and vanilla and melted (but cooled) butter
Now add the activated yeast mixture to this and beat in the flour until you have a soft, but not sticky ball of dough.
Leave this to rise for 2 hours (or overnight in the fridge).
Punch down the dough and roll it out into a rectangle, approx 14" by 8". Because this needs to be refrigerated, I like to roll it out on a large chopping board (or perhaps on some clingfilm that you can move to the fridge).
Spread half of the softened butter in the middle third of the dough.
Fold the left-hand third of the dough over the butter.
Now spread the remaining dough on top of this layer.
Finally, bring the right-hand third of the dough over the top. It should be a bit like a dough book now!
Roll the dough out once more to 14" x 8" and then refrigerate for 20 minutes.
After 20 minutes, fold the dough as before (omitting the butter), left-hand third to the middle, right-hand third over the top.
Roll out again to 14" x 8" and chill for another 20 minutes.
Repeat this step once more but don't worry about chilling it now.
Once you've rolled it to 14" x 8", now you're going to roll it, lengthwise, into a jelly roll (swiss roll) shape, quite tightly.
Curl it round into a circle and place into your prepared tin.
Leave to rise in a warm place for 2 hours.
Preheat oven to 200c and bake for 45 mins or until a skewer comes out of the loaf clean.
Remove from oven, leave to cool in the pan for 5 minutes, then turn out and leave to cool completely. Make sure not to leave it in the pan too long because it might stick.