Step 1

Add the milk and cream in a medium-size saucepan. Bring to a simmer over medium heat. Whisk in 1⁄4 cup sugar until dissolved and then turn off the heat.

Step 2

In a medium-size bowl, whisk together the egg yolks and 1⁄4 cup sugar until smooth.

Step 3

Add the cornstarch to the egg mixture and whisk until incorporated.

Step 4

Remove the simmering milk mixture from the heat. Measure a 1⁄4 cup, then gradually add it to the egg mixture, whisking constantly to temper. Gradually add the tempered egg mixture to the remaining milk mixture, whisking constantly.

Step 5

Place the saucepan on the stove, heat over medium-high heat. Whisk constantly until the mixture slightly thickens, 3 minutes.

Step 6

Turn off the heat and remove the saucepan from the stove. Whisk in the cold butter and vanilla until incorporated.

Step 7

Cover with plastic wrap and refrigerate until chilled and set, at least 2 hours. The custard can be made a day in advance.

Step 8

Dissolve 1 teaspoon sugar in warm water (100 to 110°F / 38 to 43°C), sprinkle yeast over. Let stand 2 to 3 minutes and then stir to mix well. Let sit until it starts to foam, 10 minutes.

Step 9

Sift flour and make a well in the center. Whisk together the shortening, 1/2 cup sugar, yeast mixture, and milk. The fat will not completely dissolve into the liquid.

Step 10

In a large mixing bowl combine liquid mixture with the flour. Gradually incorporate the liquid into the flour to make the dough.

Step 11

Knead the dough for 10 minutes, sprinkling with flour as necessary.

Step 12

Use the oil to grease the outside of the dough; cover and let rest in warm area 1 ½ hours or until double in size.

Step 13

Punch dough down and flatten out to about ¾ inch thick.

Step 14

In a small bowl mix together the baking powder and cold water. Spread the baking powder mixture evenly on the dough (this acts as a stabilizer).

Step 15

Roll dough up and knead about 10 minutes or until smooth. The dough should be firmer than regular white bread dough.

Step 16

Cover and let rest 30 minutes.

Step 17

Divide the dough into four equal parts. Roll one part by hand to form a rope approximately 9 inches long and 1 ¼ inch in diameter.

Step 18

Mark into 6 equal parts, 1 ½ inch long.

Step 19

Holding the dough with one hand, grip at the first mark with the thumb and index finger of the other hand and tear away to break off a small dough piece. Continue breaking until you have 24 pieces.

Step 20

Flatten each piece of dough with your palm.

Step 21

Using a rolling pin, roll each into a round disk, making quarter turn with each roll.

Step 22

Roll to leave the center thick; thinner edges are easier to pleat.

Step 23

Place about 1 tablespoon of filling in the center of each dough round, flat side up.

Step 24

Gather the edges by first pleating counterclockwise, and then twisting to seal securely. Place the bun round-side up on a square piece of parchment paper (2.5 X 2.5 inches).

Step 25

Let buns rest, covered for at least 30 minutes.

Step 26

Add enough water to a pot, about 1 inch in depth. The water should not be touching the bottom of the steamer insert. Cover the pot and bring to a boil.

Step 27

If a flat lid is used to cover the steamer, wrap the lid in a kitchen towel to prevent condensed steam from dripping on the buns.

Step 28

Add the first batch of buns in the steamer. Cover and steam on medium-high heat for 5 to 6 minutes. Do not uncover during the cooking process.

Step 29

Turn off the steam before opening the lid, remove buns with tongs and then add the next batch. Repeat the steaming process until all of the buns are cooked.