In a mixing bowl, combine the all-purpose flour, Greek yogurt, baking powder, and salt. Stir until a dough begins to form.
Knead the dough on a lightly floured surface for about 2-3 minutes until it becomes smooth and elastic.
Divide the dough into four equal portions. Roll each portion into a ball, then use your finger to poke a hole in the center of each ball to form a bagel shape.
Preheat your air fryer to 350°F (175°C).
Brush the tops of the bagels with the beaten egg for a shiny finish. If desired, sprinkle everything bagel seasoning on top.
Carefully place the bagels in the air fryer basket, ensuring they are not touching. You may need to cook them in batches depending on the size of your air fryer.
Air fry the bagels for 10-12 minutes, or until they are golden brown and cooked through.
Remove the bagels from the air fryer and let them cool for a few minutes before serving.