Coconut-Filled Chinese Cocktail Buns

Start by combining milk and 1/3 cup sugar in a small saucepan; mix until the sugar is fully incorporated. Heat the mixture over low heat, stirring constantly, until the sugar has dissolved and the mixture is warm but not hot—around 100 degrees F (40 degrees C).

Combine 2 1/2 cups of flour and yeast in a large mixing bowl; whisk until the ingredients are well combined. Gradually add the milk mixture to the flour mixture, stirring until a sticky, wet dough forms. Incorporate 1 beaten egg into the dough and continue to mix until it reaches a smooth, elastic consistency.

Transfer the dough onto a well-floured surface and knead for approximately 10 minutes, gradually adding in 1 cup of flour as needed to achieve a smooth, elastic dough.

Shape the dough into a round ball and place it in an oiled bowl; turn to coat the dough evenly. Cover the bowl with a cloth and let the dough rise in a warm, draft-free area until it has doubled in size, roughly 1 hour.

In a separate bowl, mix together 1/2 cup sugar and 1/4 cup butter until light and fluffy. Add coconut, milk powder, and 1/2 cup flour to the mixture; stir until smooth and well combined. Set the filling aside.

Line your baking sheets with parchment paper to prepare for assembly.

Punch down the dough on a floured surface and divide it into 2 equal pieces. Cut each piece into 8 equal-sized pieces, resulting in a total of 16 buns. Form each bun into an oblong shape and flatten it slightly with a floured rolling pin. Spoon about 1 tablespoon of the filling mixture into the center of each flattened bun. Fold the edges of the dough over the filling, pressing them together to seal; place seam-side down onto a prepared baking sheet. Repeat with the remaining filling and flattened buns.

Cover the buns with a cloth and let them rise in a warm, draft-free area for 1 hour.

Preheat your oven to 375 degrees F (190 degrees C).

In a small bowl, beat 1 egg until it's smooth; brush the egg mixture onto each bun for a glossy coating. Sprinkle sesame seeds over the buns.

Bake the buns in the preheated oven until they're golden brown, taking around 10 to 15 minutes. Allow the buns to cool before serving.