Soft red bean bread filled with sweet azuki paste is a beloved Chinese bakery classic. A vegetarian, family-friendly treat with naturally sweet, fresh filling.
Warm the whole milk until just lukewarm (100-110°F), then whisk in sugar and instant yeast; let sit for 5 minutes until foamy.
In a large bowl, combine bread flour and salt. Add the yeast mixture, one beaten egg, and melted unsalted butter. Mix until a sticky dough forms.
Knead the dough on a lightly floured surface for 8-10 minutes until smooth and elastic. Place dough in a greased bowl, cover, and let rise in a warm place for 1 hour or until doubled in size.
Punch down the risen dough and divide into 8 equal pieces. Flatten each piece, spoon about 2 tbsp sweet red bean paste into the center, and seal tightly, pinching edges underneath.
Shape buns seam-side down on a parchment-lined baking sheet. Cover loosely and let rise again for 40 minutes, until puffy. Preheat oven to 350°F during this time.
Brush buns with milk or egg wash if desired. Bake at 350°F for 18-20 minutes, until golden brown. Cool on wire rack before serving.