  We investigate the nature of the newly discovered Ultra Faint dwarf
spheroidal galaxies (UF dSphs) in a general cosmological context simultaneously
accounting for various ``classical`` dSphs and Milky Way properties including
their Metallicity Distribution Function (MDF). To this aim we extend the merger
tree approach previously developed to include the presence of star-forming
minihaloes, and an heuristic prescription for radiative feedback. The model
successfully reproduces both the observed [Fe/H]-Luminosity relation and the
mean MDF of UFs. In this picture UFs are the oldest, most dark matter-dominated
(M/L > 100) dSphs with a total mass M= 10^{7-8}Msun; they are leftovers of
H_2-cooling minihaloes formed at z > 8.5, i.e. before reionization. Their MDF
is broader (because of a more prolonged SF) and shifted towards lower [Fe/H]
(as a result of a lower gas metallicity at the time of formation) than that of
classical dSphs. These systems are very ineffectively star-forming, turning
into stars by z=0 only <3% of the potentially available baryons. We provide a
useful fit for the star formation efficiency of dSphs.
