Preheat oven to 375°F and line a sheet pan with parchment paper.
In a mixing bowl, whisk together flour, baking powder, and salt.
Add Greek yogurt and mix until a dough begins to form.
Knead gently with your hands (about 15–20 folds) until smooth.
Fold in diced jalapeño and shredded cheddar.
Cover and let dough rest for 10 minutes.
Transfer to a lightly floured surface and shape into a log. Cut into 4 equal pieces.
Roll each piece into a rope and connect ends to form bagels.
Place on prepared baking sheet, brush with egg wash, and add optional toppings.
Bake for 25 minutes, until golden and puffed.
Cool for 15 minutes before slicing.
Slice, toast, and serve with butter or cream cheese.