Well, people told me that the probability of things going wrong are relatively high, but I wanted to try even so, because I consume a lot of yogurt and granola, and if I prepare it at home it's cheaper, wastes less packages, wonderful.
I've been doing this for weeks, and I'm loving it.
you heat up 1l milk until it's lukewarm, and turn off the heat. Gently stir in 200ml/200g store bought natural yogurt until they are nicely incorporated (the yogurt should be at room temperature).
Than you transfer the mixture to an air-tight glass jar or tupperware and keep it warm for about 24h, until it acquires a thick consistency.
What I do is wrap the jar in dry clean dish cloths, and put it inside a thermal bag.
Actually, the yogurts I've made never came out too thick, but I suppose it's because the heat goes away with time.
Then you store it in the fridge for up to a week. If you want, you can use 200ml of this yogurt to ferment another liter milk and so on.
Judging by what I read around the internet, the secret to not have a gooey yogurt is not to use cold milk, and to not have it with too much whey, is not too use the milk too hot.
That's the theory, and it's been working so far.
Using whole milk and whole yogurt, it worked all of the times.
Using 2% milk and whole yogurt, it took 3 times longer to get ready, but also worked.