Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper.
Combine Greek yogurt and self-rising flour in a mixing bowl until a shaggy dough forms.
Transfer dough to a lightly floured surface and knead for 2 minutes until smooth and elastic.
Divide the dough into 15 equal portions and roll each into a spherical shape.
Place the dough balls on the baking sheet and brush the surface of each with the egg wash.
Top each ball with mozzarella cheese, a mini pepperoni slice, and a sprinkle of everything bagel seasoning.
Bake for 12 minutes or until the exterior is golden brown and the internal structure is set.
Let rest for 3 minutes before serving to ensure crumb stability.