Step 1

In a saucepan, whisk together egg, sugar, cornstarch, and milk.

Step 2

Cook the mixture over low heat and whisk it constantly until thickened.

Step 3

Turn off the heat and whisk in vanilla. Transfer custard into a small bowl. Cover its surface with plastic wrap to prevent a crust from forming. Set aside to cool (refrigerate if you're not using it in the next hour).

Step 4

Combine flour, sugar, yeast, and salt in a bowl. Add milk and egg. Mix until it becomes a dough. Then cover and let sit for 15 minutes.

Step 5

Add softened butter and mix until the dough fully absorbed the butter.

Step 6

Transfer the dough onto a work surface (lightly flour the surface if it helps you to manage the dough). Knead for about 10 minutes or until the dough is smooth, elastic, and not sticky.

Step 7

Cover the dough in a bowl. Let it ferment for about 1 hour.

Step 8

Punch down the dough and divide it evenly into 9 pieces. Shape each piece into a ball. Cover again and let them rest for 15 minutes.

Step 9

Take 1 piece and roll it flat into an oval shape. Add about 2 tablespoons of custard filling. Then fold the dough in half and pinch the dough edges to seal the filling. Repeat with the remaining dough pieces. Cover them and proof for 20-30 minutes.

Step 10

Apply a thin coat of cooking oil onto the frying pan. Transfer the bread dough over then cover the pan. Cook with the lowest heat setting for about 10 minutes or until the bread bottom is golden brown. *see note for oven baking option

Step 11

Flip the dough and cook again for about 10 minutes with a cover. Once the bottom is golden, remove them from the pan. Serve and enjoy!