
These baked char siu bao are filled with savory-sweet Chinese BBQ pork and wrapped in a soft, fluffy milk bread dough. They come out glossy, golden, and bakery-style, making them perfect for dim sum at home or a make-ahead party snack.
Make the dough: In the bowl of a stand mixer fitted with the dough hook, add the heavy cream, milk, and egg first. Add the sugar, cake flour, bread flour, yeast, and salt on top.
Mix on the lowest speed until a shaggy dough forms, then knead on low for 15 minutes, stopping once or twice to scrape down the bowl if needed. The dough can also be mixed by hand in a large bowl and kneaded for about 20 minutes.
Check the texture: the dough should cling to the bottom of the bowl but pull away from the sides. If it is very sticky, add a little more flour, 1 tbsp at a time, until it comes together.
Shape the dough into a ball and cover with a damp towel or overturned plate. Let it rise in a warm place for 75 to 90 minutes, or until doubled in size.
Make the filling while the dough rises: Heat the vegetable oil in a wok or skillet over medium heat. Add the shallots and cook for about 2 minutes, until softened.
Stir in the granulated sugar, light soy sauce, oyster sauce, sesame oil, and dark soy sauce. Once the mixture starts to bubble, add the chicken stock and flour, stirring well.
Lower the heat to medium-low and cook for 2 to 3 minutes, stirring, until the sauce thickens. Fold in the finely diced char siu pork, then transfer the filling to a plate and divide it into 16 portions to cool.
After the first rise, knead the dough briefly for about 5 minutes to remove excess air. Turn it out onto a lightly floured surface and shape it into a smooth ball.
Divide the dough into 16 equal pieces. For the most even buns, weigh the dough and portion each piece by weight.
Working with one piece at a time, knead it lightly to smooth out any air pockets. Roll it into a 4-inch round, keeping the center slightly thicker than the edges.
Place one portion of filling in the center, then pleat and pinch the dough tightly closed. Keep your fingers clean as you work so the dough seals properly.
Place each bun seam-side down on parchment-lined baking sheets, leaving about 3 inches between them. Cover loosely with a clean towel and let rise again at room temperature for 1 hour.
Arrange oven racks in the upper and lower thirds of the oven and preheat to 400°F (200°C). Brush the buns with egg wash and sprinkle with sesame seeds, if using.
Bake the buns, then immediately reduce the oven temperature to 350°F (175°C). Bake for 22 to 25 minutes, rotating the pans if needed, until the tops are evenly golden brown.
Remove from the oven and let the buns cool slightly before serving. Enjoy warm or at room temperature.
Dice the char siu very finely so the buns are easier to fill and seal. If your kitchen is cool, proof the dough in a turned-off microwave or oven with a mug of hot water nearby. Store leftover buns in an airtight container for up to 3 days in the refrigerator and reheat briefly before serving.