Preheat the oven to 180°C (350°F). Line a large baking sheet with parchment paper.
In a large mixing bowl, whisk together the self-rising flour and unflavored protein powder until combined.
Add the Greek yogurt to the dry ingredients and mix until a rough dough forms, then gently knead with your hands until smooth; if the dough is too thick, add a little more yogurt, and if too thin, add a touch more flour.
Transfer the dough to a lightly floured surface, divide into eight equal pieces, and shape each piece into a bagel by rolling into a ball and forming a hole in the center.
Place the shaped bagels on the prepared baking sheet. Brush the tops with the egg white and add desired toppings.
Bake for 15–17 minutes, or until the bagels are golden brown on top. Remove from the oven and let rest a few minutes before slicing and serving.