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Juice the blood oranges and set aside. Preheat the oven to 170 degrees Celsius fan.
In a bowl, whisk together the sugar, oil, and eggs until combined. Then pour the juice, add the zest and yoghurt, and whisk to combine once again.
In a separate bowl, shred the filo pastry by hand, leaving with you small shavings of filo. Then add this to the wet ingredients, along with the baking powder and vanilla essence, and whisk once again to incorporate.
Pour the mixture into a pre-greased baking dish (I used a square one) and bake for 45 minutes until the cake has solidified and become golden brown on top.
While the cake is baking, prepare the simple syrup by combining sugar, water and a cinnamon stick in saucepan and placing over a high heat. Stir continuously and bring this to a boil. Once it's starts to bubble, remove off the heat and leave to cool.
Once the cake has solidified and become golden brown on top, carefully pour over the syrup. I do this using a ladle, pouring over the syrup in batches and waiting for it to be absorbed before pouring over the next. I let the cake cool for at least an hour to bring to room temperature before placing in the fridge to chill for another 3-4 hours. Chill before serving for the best result.