Put the flour, butter and salt in a food processor fitted with a plastic blade. Pulse a few times to combine.
Add the the yogurt and pulse until a dough form. The dough should feel moist and soft (but not sticky). Gather and knead it into a chunk. Divide the dough into two equal portions and flatten into thick discs. Wrap each disc in a plastic wrap and refrigerate for at least 1 hour or overnight.
Preheat oven to 175°C/350°F degrees and line two baking sheets with baking paper.
Remove one disc of dough from the refrigerator, unwrap it and place it on a lightly floured work surface or baking paper. Dust the top of the dough lightly with flour, then roll it with a rolling pin into a 25cm (10 in) circle, about an 3mm (⅛ in) thick. If the dough is sticky, sprinkle more flour.
Using a pizza cutter or sharp knife, cut the dough into twelve equal wedges. Spread the filling over the dough and sprinkle the nuts. Roll each wedge up, beginning with the wide end and ending with the point. Place the cookies point-side down, about 2.5cm/1inch apart, on the prepared baking sheets. Repeat with the remaining dough.
Bake for 20-25 minutes, or until the tops are lightly golden and the bottoms are golden.
Let the rugelach cool on a wire rack.