Mix the flour, oil, yogurt and salt in a large mixing bowl and add enough water to make a soft dough. Cover the bowl with a clean tea towel and leave to rest for 15 minutes.
Turn the dough out on to a lightly floured surface and knead well for 3—4 minutes or until smooth. Divide the mixture into 10 portions and roll each portion into a ball. Roll each ball into a 7 cm (3 inch) disc and set aside to rest.
Pour the oil for deep-frying into a wok or large frying pan until one-third full and heat to 180—190°C (350—375°F), or until a cube of bread browns in 30 seconds.
Slide 2—3 bhaturas into the pan. When the bhaturas puff up, turn them over and fry for 1 minute more or until lightly browned on both sides. Carefully remove with a slotted spoon and drain on kitchen paper.
Repeat with the remaining bhaturas and serve immediately.