Preheat oven to 200 degrees. Line a baking tray with parchment.
Place the bread slices on the tray. Using fingers dipped in water, create an indent into the bread without making any holes, just enough to hold the custard filling.
In a bowl, whisk together the yogurt, egg, honey and vanilla till well combined.
Divide them equally onto both the slices.
Bake for 10 to 15 minutes, or even more dependent on the oven heat, till the bread looks toasted and the custard is set.
Enjoy warm as is or with an extra dousing of icing sugar, whipped cream and fruits.