Gather all your ingredients. Make sure your Greek yogurt is at room temperature for easier mixing.
In a large mixing bowl, combine the flour, baking powder, and kosher salt. Stir until well combined.
Add the Greek yogurt and mix until a dough starts to form. It may be sticky.
Turn the dough out onto a floured surface. Knead for about 2-3 minutes until smooth and elastic.
Divide the dough into 6 equal portions. Roll each into a ball and poke a hole in the center to form a bagel shape.
Preheat your air fryer to 320°F (160°C) for even cooking.
Place the shaped bagels on a baking sheet lined with parchment paper. Brush the tops with the beaten egg.
Transfer the bagels to the air fryer basket in a single layer. Air fry for 10-12 minutes until golden brown.
Let the bagels cool on a wire rack for a few minutes before serving warm with your favorite toppings.