Preheat the oven to 170°C with top and bottom heat, or to 160°C with fan.

Line a 10 × 30 cm loaf pan with baking paper. Use a solid pan, not one with removable sides.

Put the skyr, eggs, sugar, and vanilla pudding powder in a bowl.

Mix briefly on low speed, just until the ingredients form a smooth batter.

Pour the batter into the prepared pan.

Bake the skyr cheesecake for 1 hour on the middle oven rack, or one level lower.

After turning off the oven, leave the cake inside with the door closed for 10 minutes.

Crack the oven door open slightly and let the cheesecake cool for 30 minutes.

Remove the cake from the oven, let it cool, then refrigerate for at least 4 hours, preferably overnight.

Store covered in the refrigerator for up to a week.