Preheat your air fryer to 350°F (175°C). In a large mixing bowl, whisk together the self-rising flour and protein powder until completely combined.

Add the Greek yogurt to the flour mixture and use a spatula to mix until a shaggy dough forms, about 1-2 minutes.

Turn the dough onto a lightly floured surface and knead gently for 1-2 minutes until smooth and elastic. The dough should be slightly tacky but not wet. If it sticks to your hands excessively, add flour one tablespoon at a time. Do not over-knead.

Divide the dough into 4 equal portions. Roll each piece into a 6-7 inch rope, then pinch the ends together to form a circle and shape into a bagel, making the center hole about 2 inches in diameter.

Place bagels in the air fryer basket without touching. You may only fit 2 bagels at a time depending on your air fryer size. Whisk the egg white, brush over each bagel, and sprinkle with everything bagel seasoning.

Air fry for 10-12 minutes, flipping halfway through, until golden brown and cooked through. The bagels should sound hollow when tapped. Let cool on a baking rack for 3-4 minutes before slicing.