Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper. If using an air fryer, preheat to 350°F (175°C) and line the basket if needed.

In a large mixing bowl, combine the self-rising flour and plain non-fat Greek yogurt. Mix with a sturdy spoon or spatula until a shaggy, cohesive dough begins to form.

Turn the dough out onto a lightly floured surface. Knead gently for 5-7 minutes until the dough is smooth and elastic. If the dough is too sticky, add a tiny bit more flour (1/2 tsp at a time); if it's too dry, add a tiny bit more yogurt.

Divide the dough into 4 equal pieces. Roll each piece into a rope, about 6-8 inches long. Form each rope into a circle, overlapping the ends by about 1 inch, and firmly pinch the ends together to seal, creating a bagel shape. Alternatively, roll each piece into a ball, then poke a hole in the center with your finger and gently stretch it to form a bagel.

In a small bowl, whisk together the large egg and water to create an egg wash.

Place the shaped bagels on the prepared baking sheet (or in the air fryer basket). Brush the tops and sides of each bagel generously with the egg wash.

Liberally sprinkle Everything bagel seasoning over the top of each bagel.

Bake in the preheated oven for 18-22 minutes, or until the bagels are golden brown and cooked through. If using an air fryer, air fry for 12-15 minutes, flipping them halfway through, until golden brown.

Remove from the oven or air fryer and let cool on a wire rack for a few minutes before slicing and serving. Enjoy warm!