Preheat oven to 375°F (190°C) and line a baking tray with parchment paper.
In a mixing bowl, combine self-rising flour and Greek yogurt until a dough forms.
Transfer dough to a floured surface and knead lightly until smooth.
Divide dough into 4 equal portions.
Roll each portion into a rope and join the ends to form a bagel shape.
Place bagels on the prepared baking tray.
Brush the tops with beaten egg for a golden finish.
Bake for 20–25 minutes or until golden brown.
Allow to cool slightly before slicing and serving.