In a large mixing bowl place flour, milk, baking powder, yeast, salt and sugar. In another bowl mix together vegetable oil and water. In the bowl with the the dry ingredients, make a well and pour in the mixed vegetable oil and water. Use a wooden spoon or spatula to mix. Either use your hands or an electric whisk (with a dough hook attached) to knead, until the dough comes together.
On a clean work surface sprinkle some flour and empty dough out. Knead for about 5 minutes or until smooth. The dough may stick to your hands, only add extra flour a tablespoon at a time until it stops sticking. Then return dough to the mixing bowl, cover cling film. Rest dough in a warm place for about an 1 hour (until it has doubled in size).
While the dough rises, prepare the parchment paper squares. Once the dough has risen and doubled in size, punch the dough and transfer the dough back into the to work surface and again dust with flour. Kneading for a further 5 to 10 minutes to remove most or all of the air pockets/bubbles.
Shape dough in a ball, then using a rolling pin roll the dough out to roughy 1cm thick. Using your your fingers or a pastry brush dip it into the vegetable oil and generously spread the oil over the surface of the dough.
Use an 8cm diameter cookie cutter or a plastic cup (with the same diameter) to cut out rounds. Carefully remove the cut out rounds and fold rounds in half. Place each one on the square parchment paper and transfer onto a large baking tray. Remove the excess dough. Repeat step 6 until all of the dough has been used.
Then flatten each half rounds gently and slightly with the rolling pin. Using a clean tea towel, cover the folded rounds, set aside in a warm place and allow the dough to prove for a further 30 minutes or longer.
Once the dough has proved, in a wok over high heat fill water roughly one third full and bring to a boil. Once boiling, place the bamboo steamer over the wok. Steam buns for about 12 minutes. Once time is up, turn off the heat but do not remove the steamer. Let the buns rest for 5 minutes.
Remove buns from the wok and place on a large plate or chopping board. Keep lid on to keep the buns warm.
Serve and eat immediately while hot. The buns can be filled with a variety of meat or vegetarian fillings.
