Prawn Cocktail Bao Buns | Marion's Kitchen

In a large bowl, mix the flour, baking powder, yeast and sugar. In a separate bowl mix the vegetable oil, water and milk. Make a well in the dry ingredients and pour in the oil mixture. Stir with a spoon and then use your hands to knead until the dough comes together. Empty out onto a work surface and knead for 5 minutes or until smooth, adding extra flour if the dough sticks to the palm of your hand.

Return the dough to the mixing bowl, cover and rest in a warm place for 90 minutes or until doubled in size.

Once risen, transfer the dough to a work surface and dust with flour. 'Punch down' the dough by kneading it for 5 to 10 minutes. The aim here is to remove as many air bubbles as possible.

Roll into a large cylinder and cut it in half. Reserve one piece under a tea towel to stop it from drying out.

Take the other piece of dough and roll it into a long cylinder. Divide into 8 pieces. Moisten your hands with extra vegetable oil and roll each piece into a round shape. Place each on a square of baking paper. Repeat with remaining reserved piece of dough.

Cover all the dough balls with a tea towel and set aside to rise for 30 minutes.

Fill a wok one-third full with water and place over high heat. When the water is boiling, steam the buns in batches in a bamboo steamer for 12 minutes or until fluffy and cooked through. Then turn off the heat (don't lift the lid) and allow the buns to rest over the hot water for 5 minutes before transferring to a plate or tray.

Buns can be made up to a day in advance and steamed to re-heat before serving. They can also be frozen at this point and reheated from frozen in the steamer before serving.

To make the spicy cocktail sauce, place the ingredients into a bowl and mix until well combined.

To assemble, use a serrated knife to cut each bun in half. Spread the bottom of the bun with cocktail sauce. Top with lettuce, 2 prawns, crispy shallots and coriander. Spread the top of the bun with cocktail sauce and place on top. Serve.