Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the Greek yogurt and self-rising flour. Mix until a dough forms.
Knead the dough on a lightly floured surface for about 1-2 minutes until smooth.
Divide the dough into 4 equal pieces. Roll each piece into a rope about 8-10 inches long.
Form each rope into a circle and pinch the ends together to seal, creating a bagel shape.
Place the bagels on the prepared baking sheet.
In a small bowl, beat the egg and brush it over the bagels for a shiny finish.
Sprinkle sesame seeds or everything bagel seasoning on top of each bagel.
Bake in the preheated oven for 20-25 minutes, or until golden brown.
Remove from the oven and let cool slightly before serving.