Preheat oven to 375°F (190°C) or preheat air fryer to 280°F (140°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine the flour, baking powder, and salt. Add the Greek yogurt and mix until the dough starts to come together. The dough should be soft but manageable. If it feels sticky, sprinkle in a little more flour; if it’s too dry, add a spoonful of Greek yogurt and mix again.
Transfer the dough to a clean, floured surface and knead quickly until it’s smooth.
Divide the dough into 4 equal pieces. Roll each piece into a smooth ball to shape your buns.
Transfer protein bread to a parchment paper-lined baking sheet. Bake in hot oven for 20 to 25 minutes, or until the top is golden brown. Let cool for at least 15 minutes before serving.