Well, I've tried it with a favourite (and easy and definitely not totally traditional) soda bread.
This is the recipe:
250g plain flour
1 tsp salt
1 tsp bicarb
2 tsp sugar
Put the dry ingredients into a bowl, add the yogurt and mix gently, first with a spoon, then with your hands, until it is a dough.
Shape the dough into a round loaf and place on a prepared tray.
Bake in oven at 230°C for about 12 mins, then reduce the heat and continue baking for another 15 mins or so, until cooked.
I replaced about a third of the yogurt with the whey. It has risen beautifully and looks very rustic. Don't know about the taste yet but will let you know.
I think I will Google for more info about recipes.