Mix the Greek yogurt and self-rising flour using a stand mixer and a dough hook until a soft dough is formed. Add in a little more flour if the dough is too sticky.
Divide the dough into four pieces, roll each piece into a thick rope, and attach the rope ends to form a bagel shape.
As an optional topping, brush the bagels with a beaten egg and then sprinkle them with sesame seeds.
Bake at 375 degrees F for 25 minutes and cool slightly before serving.
Notes
If you don’t have self rising flour, you can easily make some by adding 2 tsp baking powder and 1/2 tsp salt to one cup of all purpose flour.