Make the dough. In a large bowl, whisk together the gluten-free flour and baking powder. Add the Greek yogurt and stir until a shaggy dough forms, then use your hands to bring it into a ball.
Knead. Turn out onto a lightly floured surface and knead for 1–2 minutes until smooth. Divide into 4 equal portions.
Shape. Roll each portion into a 6-inch rope and join the ends to form a ring, OR roll into a ball and poke a 1½-inch hole through the center.
Preheat. Preheat the air fryer to 350°F (175°C) for 3 minutes.
Top. Brush each bagel with beaten egg white (or spray with oil) and sprinkle generously with everything bagel seasoning, pressing gently to adhere.
Air fry. Place bagels in the air fryer basket in a single layer with at least 1 inch between them. Cook at 350°F for 12–15 minutes, flipping at the 8-minute mark, until deep golden brown.
Cool. Transfer to a wire rack and cool for at least 10 minutes before slicing — this is essential for the right texture.
Serve. Slice horizontally and enjoy with cream cheese, butter, or your favorite spread.