Preheat oven to 375. Line a baking sheet with parchment paper. Mix all ingredients except egg and sesame seeds in a medium bowl until well combined. Sprinkle some additional flour on a clean work surface. Turn dough out on to prepared work surface. Knead by hand a few times.
Divide dough into 4 equal portions. Roll each portion into a ball. Poke one thumb through the center of one ball. Push other thumb through the same hole from the other side. Rotate your thumbs around each other, stretching the hole bigger. (Dough will expand so make the hole bigger than you actually want it to be.) Place on a parchment lined baking sheet. Repeat with remaining dough portions.
Mix egg yolk with 2 Tbsp water. Brush egg mixture over the tops of each bagel. Sprinkle with sesame seeds.
Bake at 375 for 25 minutes. Let cool before slicing.