If you strain yogurt to make it thicker and richer, don’t throw out the liquid that drains out as the yogurt thickens. This is whey, the byproduct of straining yogurt or making fresh cheese. It might not be very appetizing on its own, but it’s a very nutritious ingredient. It can be used as a substitute for milk in baking, notes Candy. Sherri says she has always used whey in sourdough starter and for bread baking, in place of water, with fantastic results; the whey adds a pleasant tang.