Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a mixing bowl, combine the Greek yogurt and self-rising flour. Stir until a shaggy dough forms.
Turn the dough out onto a floured surface and knead it a few times until it comes together. Don't overdo it.
Divide the dough into four equal parts. Roll each into a rope and form into a bagel shape.
Place the bagels onto the prepared baking sheet. Brush the tops with the beaten egg and sprinkle with your favorite toppings.
Bake for 25–30 minutes or until golden brown. Let them cool for 10 minutes before slicing or serving.