In a large mixing bowl, combine the Greek yogurt and self-rising flour until a thick dough forms.
Turn the dough onto a lightly floured surface and knead by hand for approximately 2 to 3 minutes until the dough is smooth and slightly tacky but not sticky.
Divide the dough into 4 equal pieces of approximately 75-80 grams each.
Roll each piece into a rope about 6 inches long and join the ends together, pinching firmly to create a circular bagel shape.
Preheat the air fryer to 350°F (177°C).
Line the air fryer basket with perforated parchment paper or lightly coat with non-stick spray.
Brush the tops of the bagels with the whisked egg wash and sprinkle evenly with everything bagel seasoning.
Place the bagels in the air fryer basket in a single layer, ensuring they do not touch.
Air fry at 350°F for 10 to 12 minutes until the internal temperature reaches 190°F (88°C) and the exteriors are golden brown.
Remove from the air fryer and allow to cool on a wire rack for at least 10 minutes before slicing.