Preheat oven to 375 degrees F and line large baking sheet with parchment paper. Set aside.
In a large bowl, add flour, baking powder and salt; whisk well. Add diced jalapeno and cheddar cheese, whisk until incorporated.
Add Greek yogurt and stir with spatula to combine, then proceed to mix with your hands until a ball of dough forms. Knead it about 20 times. Dough should be not sticky but not dry and quite firm. Cover with a towel and let rest for 10 minutes.
Transfer dough on a counter sprinkled with flour, form into a round and cut into 4 even pieces. Roll each into a long rope and then pinch the ends into a bagel shape, making a large hole as bagels puff up. Place on a previously prepared baking sheet.
In a small bowl, whisk the egg. Brush bagels with an egg wash, top with sliced jalapenos and cheddar cheese.
Bake for 25-28 minutes or until golden brown and puffy. Remove from the oven and let rest for 15 minutes (do not skip!). Slice, spread and enjoy with your favorite toppings.
