Combine flour, eggs, yogurt, sugar, salt and vanilla in a large mixing bowl. Let the dough sit for 30 minutes, it will rise.
Form the dough into balls with 5cm diameters.
Heat the oil to 190 degrees C in a large pot (or deep fat fryer) over high heat. It is best to use a basket or slotted spoon for deep frying the suphganiot as the oil will be extremely hot. Fry the dough in the oil until they start to crisp up,about 5 minutes. Let the suphganiot cool and drain on kitchen paper.
You can fill with jam and sprinkle with icing sugar once they have cooled.