Combine the self-rising flour and Greek yogurt in a mixing bowl until a rough dough begins to form.

Transfer the dough to a lightly floured surface and knead gently until it becomes smooth and slightly elastic.

Divide the dough into four equal portions and roll each piece into a rope shape.

Bring the ends of each rope together and pinch to form a classic bagel shape with a hole in the center.

Place the shaped bagels onto the prepared baking sheet with space between each one.

Beat the egg in a small bowl and brush it lightly over the top of each bagel to encourage a golden crust.

Bake the bagels until puffed and golden brown with a lightly crisp exterior.

Remove from the oven and allow them to cool slightly before slicing.

Serve warm with your favorite toppings or spreads.