Preheat the oven to 180°C. In a bowl mix the egg, cheddar cheese, feta cheese, yogurt and olive oil. Add the flour and baking powder and mix well. With oily hands, form 6 dough balls and place on a baking tray lined with parchment paper. Bake for 15-20 mins. Enjoy while still warm. As a serving idea, if you like cut in half, add some cream cheese and apricot marmalade!