In a large bowl, add the flour, baking powder, and salt. Mix well.
Add the Greek yogurt and mix well using a spatula, until a cohesive dough forms.
Remove the dough from the bowl and add to a floured surface. Knead the dough for a few minutes and then form it into a bowl.
Cut the dough into 8 pieces. Roll each piece into a line, and then pinch the ends together to form a bagel shape.
Brush the tops of the bagels with the egg and top with sesame seeds. Place in the air fryer on 350 F for 10 minutes.
Let the bagels cool for a few minutes and then gently slice them in half.
Top each half off the bagels with a tablespoon of tomato sauce, pepperoni (cut these in half if not using mini pepperoni), and a tablespoon of mozzarella cheese.
Place back in the air fryer on 350 F for 4-5 minutes.