Preheat the fan oven to 340°F / 170°C. Line a baking sheet with parchment paper.
Place the flour in a large mixing bowl. Add the softened butter, baking powder, powdered sugar, yogurt, and lemon zest.
Mix gently with your fingertips until combined.
Tip the mixture onto a clean work surface and bring it together into a soft dough.
Roll the dough into a log and cut it into 5 equal pieces, about 5 oz / 140 g each. Shape each piece into a ball.
Lightly flour the work surface. Sprinkle a little flour over one dough ball and roll it into an 8-inch / 20 cm circle, about ⅕ inch / ½ cm thick.
Cut the circle into 8 equal triangles. Place 1 teaspoon of apple filling on the wide end of each triangle. Roll each triangle into a small log shape and place it on the prepared baking sheet.
Repeat with the remaining dough and filling.
Bake for about 20 minutes, until lightly browned.
Sprinkle with powdered sugar while the cookies are still warm.