Sweet cocktail buns filled with coconut and butter cream are a nostalgic Chinese bakery staple. A family-friendly treat with rich, fresh flavor.
In a large mixing bowl, combine warm milk and instant yeast. Let it bloom for 5 minutes until frothy.
Add sugar, 1 egg, and melted butter to the yeast mixture. Stir in all-purpose flour and salt, then knead on low speed for 8 minutes until a smooth, elastic dough forms.
Cover dough and let rise in a warm area for 1 hour, or until doubled in size.
While dough rises, prepare the coconut filling: In a separate bowl, cream 2 tbsp butter and 2 tbsp sugar together, then mix in sweetened shredded coconut, powdered milk, vanilla extract, and a pinch of salt.
Punch down risen dough and divide into 8 equal pieces. Flatten each piece into a rectangle, spoon coconut filling into the center, and seal tightly around the filling.
Place buns seam-side down on a parchment-lined baking sheet, cover with plastic wrap, and proof for 45 minutes.
Preheat oven to 350°F. Beat the remaining egg and brush over the buns for shine. Optionally, sprinkle a bit of extra coconut on top.
Bake buns for 15–18 minutes until deeply golden on top. Let cool briefly before serving for the softest texture.