Preheat the oven to 350 degrees Fahrenheit.
Then make the dough by placing the self-raising flour, Greek yogurt, granulated sugar, brown sugar, and cinnamon in a bowl and mixing it all with a spatula. When slightly incorporated, use your hands to knead the dough more, so it forms into a malleable dough.
Place the dough onto a floured surface. Then, using a rolling pin, roll out the dough into a rough, thin rectangle. You can trim the edges a bit to neaten it up.
Cut the dough into 6 equal rectangles.
Fill 3 of the rectangles with strawberry preserves, or chocolate + marshmallows, or any filling you prefer.
Then, brush the edges of the 3 unfilled rectangles and place them over the filled ones. Gently press the edges together. After that, use a fork and crimp the edges all around.
Brush with egg mixture and place in the oven to bake at 350 degrees F for 22-25 minutes.
When done, remove from the oven and let cool.
Then, make the icing by mixing together the powdered sugar, and/or cocoa powder, vanilla, and enough milk to get a thick consistency. Spread this on top.
Enjoy!