Preheat the oven to 400 degrees.
Combine the self-rising flour & Greek yogurt in a mixing bowl & mix well using the dough hook attachment.
Transfer to a well-floured flat surface & work into a ball.
Flatten the ball into an 8-10″ disk.
Cut into 8 equal pieces.
Roll each one into a 14″ long log.
Twist into a pretzel shape & place on a parchment-lined baking sheet.
Whisk the egg in a small bowl & then brush over the tops of each pretzel.
Sprinkle on the coarse salt- if desired.
Bake for 20 minutes or until golden brown.
You know they are done when they have a hollow sound when you tap them with your fingernail.