In a large bowl, add the flour and yogurt and with your hands, mix until a dough forms.
Shape the dough into a ball and then place onto a lightly floured surface.
Cut the dough ball into 4 equal-sized portions.
Then roll each dough portion into a ball.
Place 1 dough ball onto a lightly floured surface and roll into an 8-inch long rope.
Carefully bring the ends of dough together and pinch to form a circle.
Repeat with the remaining dough balls.
Grease the Air Fryer Basket with cooking spray and then slide inside.
Adjust the temperature of Air Fryer to 350 °F to preheat for 5 minutes.
In a small bowl, whisk together the egg and water.
Brush each bagel with egg wash.
After preheating, arrange the bagels into the greased Air Fryer Basket, egg wash side up in a single layer.
Slide the basket into Air Fryer and set the time for 8-10 minutes.
After cooking time is finished, remove the bagels from Air Fryer and serve warm.