Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper. In a large mixing bowl, whisk together the all-purpose flour, baking soda, and salt until well combined.

In a separate medium bowl, whisk the Greek yogurt, warm water, egg, and melted butter together until the mixture is completely smooth and uniform.

Pour the wet ingredients into the dry flour mixture and stir with a wooden spoon until a soft, shaggy dough begins to form. Gently fold in the crumbled feta cheese until it is evenly distributed throughout the dough.

Turn the dough out onto a lightly floured work surface and gently knead it 4 to 5 times just until it forms a cohesive round ball. Be careful not to overwork the dough, as this will make the finished bread too dense.

Shape the dough into a flat, round loaf about 7 inches in diameter and place it onto the prepared baking sheet. Use a sharp knife to score a shallow 'X' across the top of the loaf, which helps the bread rise and bake evenly.

Bake for 30 to 35 minutes, or until the crust is beautifully golden brown and the loaf sounds hollow when tapped on the bottom. Let the bread cool on a wire rack for 10 minutes before slicing and serving warm with butter or honey.