Heat grill to high and dust a non-stick baking sheet with a little flour. Mix the self-raising flour, sesame seeds, a pinch of salt and a grind of black pepper in a large bowl. Stir in the natural yogurt and milk or water, then mix well to form a soft dough.
Divide the dough into 4 and press each piece into an oval approx 5mm thick. Place on the sheet and grill for 3 mins on each side until puffed and golden. Brush with a little olive oil before serving, if you like.