In a medium bowl, whisk together flour, baking powder, and salt until evenly combined.

Add the Greek yogurt and mix with a fork, rubber spatula, or your hands until the dough is wet but still slightly crumbly.

Turn the dough onto a floured surface. Knead lightly until it comes together into a smooth ball (about 6–8 turns).

Divide the dough into 4 equal pieces. Roll each piece into a 5–6 inch long log about 3/4 inch wide and form each log into a circle, pinching the ends together to seal.

In a small bowl, combine the egg yolk with a little water and brush the top and center hole of each bagel. For gluten-free, brush with whisked egg white.

Preheat the air fryer to 350°F (175°C) and spray the basket with olive oil spray.

Place bagels in a single layer about 2 inches apart and air fry for about 8–10 minutes until golden and cooked through.

Remove bagels and let cool 5–10 minutes before slicing and topping.