This is by far my most favorite soft buns to buy from the Chinese Bakery. I will always get a few to last me for a week. I am a fan of coconut and anything with coconut in it I will eat it. The coconut bun or cocktail buns (gai mei pau) is very popular in Hong Kong. It is a soft sweet bun and with rich buttery coconut filling in it. You can read the history of the cocktail bun here .
I did it slightly different. Instead of having the coconut filling on the inside I like the filling to be exposed on the outside. I just love the look of the tiny sparkles of coconut after baking it. They look so pretty. As for the dough it is just regular sweet bread dough and it is not as soft the next day like the tangzhong method dough but you can just warm it up in the microwave for 15 seconds and they will be soft again and taste just like freshly baked right out of the oven.