Add the Greek yogurt, maple syrup, and ground cinnamon to a bowl and mix until smooth and fully incorporated.
Add in the self-rising flour and mix it with a fork until it becomes crumbly in texture.
Once the dough is crumbly, add in the raisins and use your hands to knead the dough for a few minutes until it comes together into a ball. It will seem very dry initially, but continue mixing and kneading with your hands until the flour is incorporated.
Place the dough ball on a lightly floured surface and slice it into 5 equal pieces.
Take one sliced piece of dough and roll it into a thin log that is about 6 inches in length. Bring each end of the dough together and pinch them together to seal it to form a mini bagel shape. Repeat for the remaining mini bagels.
In a small bowl whisk together the egg with 1 tablespoon of water to form the egg wash. Brush all sides of the mini bagels with the egg wash and place them in an air fryer basket with some space between each bagel. Air fry the bites at 350 degrees F (180 degrees C) for 10 to 12 minutes or until golden. Let them cool completely before serving.
