Dissolve yeast and sugar in warm water in a large bowl; let stand 5 minutes. Add 2 cups flour, yogurt, and next 7 ingredients (yogurt through fennel seeds); stir well. Stir in 2 1/4 cups flour to form a soft dough. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 15 minutes); add enough of remaining flour, one tablespoon at a time, to prevent dough from sticking to hands.
Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 45 minutes or until doubled in bulk. Punch dough down; cover and let rest 5 minutes. Divide dough in half. Working with one portion at a time (cover remaining dough to keep from drying), shape each portion into a 15-inch-long rope. Place ropes diagonally on a large baking sheet coated with cooking spray. Cover and let rise 30 minutes or until doubled in bulk.
Preheat oven to 375°.
Uncover dough. Bake at 375° for 25 minutes or until loaves sound hollow when tapped. Remove from pan, and let cool on wire racks.