Preheat the air fryer to 350°F (175°C).
In a large mixing bowl, combine the self-rising flour and Greek yogurt until a shaggy dough forms.
Transfer the dough to a lightly floured surface and knead for 1-2 minutes until smooth and no longer sticky.
Divide the dough into four equal pieces.
Roll each piece into a rope about 6-8 inches long and join the ends to form a ring.
Brush the tops of the bagels with the beaten egg wash and sprinkle with bagel seasoning.
Place the bagels in the air fryer basket in a single layer, ensuring they do not touch.
Air fry for 10-12 minutes or until golden brown and firm to the touch.
Remove from the air fryer and let cool on a wire rack for 5 minutes before slicing.