Gather all ingredients.

Mix self-rising flour and Greek yogurt together in a bowl until well combined. Turn out dough onto a floured surface and knead until the dough comes together.

Roll dough into 3/4-inch thick ropes. Cut each rope into three 5-inch pieces and roll each piece into a small ball.

Preheat an air fryer to 390°F (200°C) for 5 minutes.

Meanwhile, bring water in a large pot to a boil over medium-high heat. Add baking soda to the boiling water. Carefully drop dough balls into the water and cook until they float to the top.

Using a slotted spoon, remove dough balls once they float to the top and transfer to the air fryer basket in a single layer. You might need to cook them in batches.

Cook in the air fryer until pretzel bites are lightly browned, about 8 to 10 minutes.