Add the self-rising flour and Greek yogurt to a bowl and mix it with a fork until it becomes crumbly in texture. Use your hands to knead the dough for a few minutes until it comes together into a ball. It will seem very dry at first but continue mixing and kneading with your hands until the flour is incorporated.

Sprinkle a little flour on a surface and place the dough ball on top. Use a knife to split the dough ball into 8 equal pieces. Roll each piece into a small ball.

Split the cream cheese into 8 equal pieces and gently shape each piece into a small cube to make it easier to fit inside of the bagel bite. Each piece will be about ½ tablespoon of cream cheese.

Take one of the dough balls and press and flatten it into a small circle. Place one of the cream cheese cubes in the center of the flattened circle and pinch up the sides of the dough around the cheese cube to seal it closed. Roll it out between your hands to shape it back into a ball so that the cream cheese is fully secured and sealed inside. Repeat for the remaining bites.

Place each stuffed bite in a small bowl with everything bagel seasoning to move it around to coat it in the seasoning mixture. Once coated, use your hands to roll the ball and gently press the seasoning into the dough so that it sticks to the dough

In a small bowl whisk together the egg with 1 tablespoon of water to form the egg wash. Brush all sides of the bagel bites with the egg wash and place them in an air fryer basket with some space between each bite. Air fry the bites at 375 degrees F (190 degrees C) for 8 to 10 minutes or until golden. Let them cool completely before serving.