Place the vegetable oil into a deep, heavy-bottomed saucepan and heat until a small cube of bread sizzles and turns golden when dropped into it. (CAUTION: hot oil can be dangerous. Do not leave unattended.)
Place a spoonful of mincemeat on each strip of filo pastry and roll up into triangle shapes, sealing the pastry at the edges.
Brush each triangle with the beaten egg.
Carefully place the mincemeat triangles into the hot oil and deep fry for three minutes.
Carefully remove with a slotted spoon and drain well by transferring to a bowl lined with kitchen paper.
Spoon onto a plate. Dollop the natural yoghurt into the middle of the mincemeat parcels and dust with icing sugar.