Drain the capers pressing gently onto a kitchen towel and transfer them to a small pan. Add the olive oil and cook over high heat until crispy and you can hear no sizzle (5-10 minutes). Set aside.
Put the feta cheese in a bowl and mash it with a fork. Add one tablespoon yogurt at a time, mixing and mashing with the fork, until creamy. Refrigerate until needed.
Taste the soup and adjust balsamic vinegar and seasonings to your taste.
Chill in the fridge for 2-3 hours.