In a large bowl, combine Greek yogurt and self-rising flour until a sticky dough forms.

Stir in protein powder until fully integrated into the dough.

Turn the dough onto a floured surface and knead gently for about 1 minute.

Divide the dough into equal portions and roll each piece into a ball. Poke a hole in the center and stretch to form a ring.

Preheat your air fryer to 350°F (175°C) and lightly spray the basket with nonstick cooking spray.

Place each shaped bagel in the air fryer basket without overcrowding. Cook for about 10-12 minutes until golden brown.