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Preheat oven to 200°C. Line a 9 inch round cake pan with greaseproof paper, lightly grease and flour the paper.
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In a large mixing bowl, stir the flour, baking soda and salt together. Now stir in the grated zucchini and feta cubes, then stir in the Greek yoghurt to form a soft dough.
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Turn the dough onto a floured surface and knead gently about 5 times. Form the dough into a ball and then press into the prepared pan so that the dough resembles a large disk. The dough should reach the edges of the pan. Brush with a little olive oil.
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Cut two parallel lines into the dough with a sharp knife, about 1/4 of an inch deep. Cover the cake pan containing the dough with another cake pan of the same size.
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Bake for 35 minutes, covered, then bake uncovered for another 5 minutes or until the crust is lovely and golden brown. Check the bread is cooked through with a toothpick.
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Once the bread is cooked, leave it to sit in the cake tin for 5 minutes before turning out onto a cooling rack, leaving the bread in the greaseproof paper. Once the bread has cooled completely, carefully take off the greaseproof paper, slice and enjoy.