Pour the yogurt in a muslin or cheese cloth. Tie the edges of the cloth and hang it over the kitchen sink for at least 2 hrs. Alternatively you can place yogurt in the fine seived mesh strainer. Allow the strainer to sit over a dish so that it can collect the whey from the yogurt. Place it in the refrigerator overnight and you will not have to worry about the yogurt getting sour. 

The important note here is the resultant yogurt should be thick, with no whey.

Once the whey from the yogurt is drained, transfer the yogurt to a large mixing bowl and stir in dry mango powder, green chillies(finely chopped) and salt( to taste)

Dip the bread slices one by one in water for about 2 seconds and squeeze out the water by pressing in between the palm of your hands.

Take a tablespoon of the yoghurt mixture and place in the middle of the damp bread slice. Roll the bread length-wise by bringing the edges together and taking care the filling remains tight in the center. Seal the edges by pinching the bread together. Squeeze the ends little tight giving it a triangular shape. 

Repeat the above procedure for the remaining bread slices.

Heat the oil in a deep frying pan on high heat. Once oil it heated up you can reduce the heat to medium. Place a few filled bread rolls into the hot oil and fry it until it turns golden brown. Strain them out of the oil. OR apply a little oil on the filled bread rolls and grill them in microwave or griller till golden brown.

cut the rolls into halves. serve hot with mint chutney or yoghurt chutney