If possible, start working with all the ingredients at room temperature, leaving the yogurt and eggs out of the fridge for an hour. Open these in a deep container (weighing them to obtain the 165 g, approximately) and start whipping them a little with a whisk
Add the sugar and continue beating, increasing the speed little by little, during, at least five minutes. You have to make them increase in volume and acquire a pale, creamy color. Now add the yogurt, the finely grated lemon (or orange) and the oil, and continue beating for a couple more minutes.
Mix the flour, salt and yeast separately with a few rods, and add them in several batches to the main dough. Stir manually between each addition, and finish beating the entire batter with the mixer at medium speed.
Cover the dough and let it rest for at least 30 minutes. Unless it is very hot, it can be left in a cool area of the kitchen; if they are going to be left longer, store in the fridge. If it is left for several hours, remove it for a while before baking so that it is not so cold.
Preheat the oven to maximum with heat up and down (about 250ºC). Divide the paper capsules into rigid molds and fill with the dough, leaving a finger before reaching the edge. If desired, cover with sugar to make a crust.
Place in the oven and lower the temperature to 220ºC If the oven is very powerful or they begin to toast too quickly, lower to 200ºC. Bake for about 15 minutes, until golden brown. Remove and wait a little before unmolding on a wire rack.