Baked Siopao (Filipino Pork Bun)

Prepare the dough mixture:

Heat milk in a microwave-safe container in the oven until lukewarm but not scalding, 15 to 30 seconds. Pour lukewarm milk into a large bowl. Add eggs, oil, and water; mix thoroughly.

Combine flour, yeast, and salt in a medium bowl. Stir into milk mixture until fully incorporated. Cover the bowl and let rest for 15 minutes.

Transfer dough out onto a lightly floured surface. Knead until smooth and elastic, adding flour as needed if too sticky, about 5 minutes. Shape dough into a smooth ball by tucking folded ends under. Place into a clean bowl, cover, and let rise in a warm area until doubled in size, 1 to 1 1/2 hours.

Prepare the filling ingredients:

Place pork in a bowl with soy sauce, sugar, oyster sauce, cornstarch, and pepper. Mix well to combine.

Heat oil in a large skillet over medium heat. Cook and stir onion, garlic, and star anise in hot oil for 2 minutes. Add ground pork mixture; cook and stir until browned and crumbly, 4 to 5 minutes. Pour in water; reduce heat and let simmer, scraping the bottom of the pan occasionally until mixture is glazed but not soupy, about 10 minutes. Transfer filling to a bowl and refrigerate until dough is ready.

Preheat the oven to 100 degrees F (37 degrees C). Line a large baking sheet with parchment paper.

Divide dough into small, round pieces, about 2-inches in diameter. Arrange on the prepared baking pan with 1 to 2 inches between them. Flatten dough balls using your hand to a thickness of about 1/4-inch or slightly larger than the palm of your hand. Put 1 tablespoon filling in the center of each dough ball. Gather edges of dough at the top; twist and pinch to seal. Place each bun back on the prepared baking sheet.

Transfer buns on the baking sheet to a warm oven and let buns rest until doubled in size, about 30 minutes.

Preheat the oven to 325 degrees F (165 degrees C), leaving buns inside. Bake buns until bottoms are lightly browned, 12 to 15 minutes.