Preheat the oven to 375ºF. Line a baking sheet with parchment paper; set aside.
In a large bowl, add flour, Greek yogurt, baking powder and salt. Mix together until a dough forms. You might want to use your hands to make this easier. The dough will be sticky. If it is too sticky, sprinkle a little more flour as needed.
Roll the dough into a long rope, then shape it into a circle, pinching the ends together to form a bagel shape. Alternatively, form the dough into a ball, poke a hole in the center and twirl around your finger to form a bagel shape.
Place the bagel on a parchment-lined baking sheet. In a small bowl, whisk the egg to create the egg wash. Brush the bagel with the egg wash and sprinkle your favorite seasonings, such as sesame seeds, poppy seeds, or everything bagel seasoning.
Bake the bagel for 20-25 minutes, or until it is golden brown on top and cooked through. If needed, broil for 1-2 minutes at the end for extra browning.
Let the bagel cool for a few minutes before slicing. If the inside of the bagel is still wet or doughy, return it to the oven for 5-7 minutes.
