Preheat the oven to 375°F. Line a baking sheet with parchment and set aside.
Whisk together the oat flour, whey protein, baking powder, baking soda, and salt in a large bowl until evenly combined and no lumps of protein remain.
In a separate bowl, mix the Greek yogurt, 1 egg, honey, vanilla extract, and lemon zest until smooth. Fold the wet mixture into the dry ingredients using a rubber spatula; the dough will be sticky but should hold together. If it feels very dry, add 1 tablespoon water at a time up to 2 tablespoons.
Gently fold the blueberries into the dough, trying not to burst them. Let the dough rest for 10 minutes at room temperature — this hydrates the flour and makes shaping easier.
Divide the dough into 8 equal pieces. To shape, roll each piece into a short rope about 6 inches long, then join the ends and press firmly to seal the seam; alternatively, form rounds and poke a hole in the center with your finger to make a ring.
Place the shaped bagels on the prepared sheet about 1 inch apart. Brush each lightly with the beaten egg wash to promote color.
Bake at 375°F for 20–22 minutes, rotating the pan halfway through, until bagels are golden and a toothpick inserted into the center comes out clean. Thicker bagels may need the full time; check at 18 minutes.
Remove from oven and cool on a rack for at least 10 minutes before slicing. Warm slightly before serving for the best texture.