Preheat air fryer to 330 degrees F.
In a large mixing bowl, stir together Greek yogurt and self-rising flour until it forms a thick dough. Knead together 1-2 minutes until smooth.
Divide dough into 14 even pieces and roll into balls.
In a small bowl, combine cinnamon and sugar.
Grease air fryer basket with olive oil.
Roll each ball of dough into the cinnamon-sugar mixture and place into greased air fryer basket.
Cook for 5 minutes. Flip bagel bites over and cook another 4-6 minutes until they are browned.
Remove bagel bites from air fryer and allow to cool.
In a small mixing bowl, whip together the cream cheese and powdered sugar until smooth. Fit a pastry bag with a long thin tip then fill with the cream cheese mixture.
Use a sharp knife to poke a hole into the side of each bagel and fill with cream cheese mixture.