Preheat your oven to 375°F. Line a baking sheet with parchment paper. Spray the parchment paper with cooking spray. Set aside.
In a large bowl, combine the flour and Greek yogurt using a sturdy spatula until it forms a shaggy dough. Turn the dough out onto a lightly floured surface and knead for about five minutes until the dough is smooth & elastic.
Divide the dough into six equal parts and then shape each portion into a large ball. Punch a hole in the center of each ball using your thumb. Gently pull and stretch the dough to form a bagel shape. Repeat this with the remaining dough balls.
Place the bagels onto the prepared baking sheet. In a small bowl, whisk together the egg and water. Brush the egg wash over top of each bagel.
Bake for 22-25 minutes, rotating the baking sheet about halfway through until baked through and golden brown.
Serve warm with cream cheese on the side. Enjoy!