Open the phyllo box and remove the phyllo sheets from the plastic. Spread out the phyllo sheets on a clean large surface. Allow the phyllo sheets to dry out for about an hour and a half at room temperature. For quicker results, you can place the phyllo sheets on a baking tray and place them in the oven for 25 minutes on bake at 200 degrees F.
In a small saucepan prepare the orange syrup. Zest two oranges and get the juice from those two oranges. Set aside the orange juice and zest separately. Combine the water, sugar, orange juice, orange zest, cinnamon stick, and vanilla together and bring to a boil. Then lower the heat and simmer for 5-10 minutes. Add in the lemon juice at the end, remove it from the heat, and set the syrup aside to cool.
Preheat the oven to bake at 350 degrees F.
Zest 4 oranges and get the juice from those 4 oranges. Set aside the zest and orange juice separately.
Using an electric mixer, whisk together the eggs, sugar and vanilla for a few minutes or until the mixture is pale yellow and frothy. If you don't have an electric mixer then you can use a whisk.
Add in the Greek yogurt, orange juice, orange zest, and oil and mix with a regular whisk.
In a small glass bowl, mix together half a teaspoon of baking soda with 1-2 tablespoons of orange juice. The mixture should slightly fizz. Add it to the bowl with the wet ingredients. Mix well. If it doesn't fiz then your baking soda may be expired. It's best to use a new box of baking soda.
Once the phyllo sheets are dry, use your hands to break the phyllo sheets apart into small pieces and place them in a separate bowl
Gradually add a handful of the phyllo pieces to the wet ingredients. Mix well in between with a large spoon or spatula. Repeat this process until all of the phyllo has been added to the bowl with the wet ingredients.
Grease a 9"x13" baking dish with a tablespoon of unsalted butter.
Pour the cake mixture into the baking dish. Spread the batter evenly in the pan.
Place the cake in the preheated oven and bake at 350 degrees for approximately 40-45 minutes.
Remove the cake from the oven and pour the cooled orange syrup evenly over the warm cake while the cake is still in the baking dish
Let the cake sit with the syrup for at least 2 hours to allow the cake to absorb all the flavours from the orange syrup
You can garnish the cake with fresh orange slices, and a dash of cinnamon, or serve it with a scoop of vanilla ice cream or whipped cream!