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1
In a food processor, blend butter, cream cheese, flour, and salt until the mixture forms a ball of dough.
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2
Flatten the ball, wrap in waxed paper, and chill it for 1 hour.
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3
Press small pieces of the dough into the madeleine molds, pressing the dough as thin as possible and trimming away any excess dough around the edges.
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4
Chill the shells for 10 minutes, press a 2-inch square of foil into each mold to weigh the dough, and bake the shells on a baking sheet in a preheated 375 degree F oven for 10 to 12 minutes, or until they are pale golden.
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5
(If the dough is not pressed into the molds evenly, some of the shells may brown faster than others.)
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6
Remove the pastry shells from the molds, transfer them to racks, and let them cool.
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7
The shells may be made in advance and kept in an airtight container for up to 2 days or frozen for several weeks.
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8
In the refrigerator let the yogurt drain through a sieve lined with a double thickness of rinsed and squeezed cheesecloth set over a bowl, covered with plastic wrap directly on the surface of the yogurt, for 2 days.
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9
Transfer the yogurt to a bowl and discard the liquid.
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10
Just before serving, in each of half the shells put about 1/2 teaspoon of the yogurt, add about 1/4 teaspoon of the roe and a dill sprig, and top the filling with a second shell.
