Preheat the oven to 375°F (190°C). In a mixing bowl, combine high-protein flour, Greek yogurt, beaten egg, baking powder, and salt. Mix until a dough forms.

Fold in the shredded cheddar cheese and chopped jalapeño until evenly distributed.

Divide the dough into 4 equal portions. Roll each portion into a ball, then poke a hole in the center to form a bagel shape.

In a large pot, bring 4 quarts of water to a boil. Add baking soda to the boiling water.

Carefully drop the bagels into the boiling water, cooking for 1-2 minutes on each side. Remove with a spatula and place on a baking sheet.

Sprinkle additional cheddar cheese on top of each bagel. Bake in the preheated oven for 20-25 minutes or until golden brown.

Remove from the oven and let cool before serving.