Line a fine-mesh strainer with several layers of cheesecloth (coffee filters or paper towels will also work). Strain full-fat plain yogurt in the lined strainer, set over a bowl to catch the whey, for 24 hours – covered with plastic wrap - in the refrigerator. The yogurt will reduce in volume by half and it will have thickened to a rich consistency similar to that of thick and creamy Greek yogurt.