Two hours before, place the Filo leaves into the freezer.
Preheat the oven at 160°C on the fan and place non-stick baking papers onto 2 oven pans. Take a leaf, raise it from the middle and scrunch into a loose, fluffy ball. Place it onto the pan. Repeat with all the leaves. Place them into the preheated oven for 20 minutes. Turn the leaves over and continue baking for another 10 minutes. Let them cool down.
Prepare the syrup: In a small pot, add all the ingredients. When they boil, reduce the heat and cook for 7-8 minutes. Let it cool down.
Put the eggs in a bowl or into the mixer’s bowl and add the sugar. Beat them until they fluff up and the mixture becomes white, for approximately 5 minutes. Add the unsalted butter and the vanilla and stir. Add the baking powder, the zest and the yoghurt. Stir and add a few of the Filo leaves every time, after breaking them with the hands. Stir well so the mixture goes everywhere.
Place the mixture into a circular pan (if the base comes off, that’s even better) and cook into the preheated oven for 1 hour.
Remove the Orange Pie from the oven and add the cold syrup spoon-by-spoon, especially around the edges so our dessert becomes syrupy. Puncture it with a wooden stick so it absorbs the syrup better. Let it absorb the syrup well, for 2-3 hours, garnish with orange peels and serve.