Start by mixing the milk powder, egg yolks, custard powder, and soft butter in a bowl. Blend in the sugar and the optional vanilla extract. Combine everything until smooth and creamy. Once mixed, cover it and chill in the fridge for about 30 minutes. This helps it firm up a bit, making it easier to work with later.

In a separate bowl, combine the warm water and instant yeast. Let it sit for about 5 minutes until it bubbles up (this means the yeast is active). Now, mix in the flour, salt, and baking powder. Knead until you achieve a soft, elastic dough. Cover it with a damp cloth and let it rise in a warm spot for about an hour, or until it doubles in size.

After the dough has risen, punch it down and divide it into equal portions (about 10-12 pieces work well). Roll each piece into a ball, then flatten it into a circle using your hands or a rolling pin.

Grab the chilled custard filling from the fridge. Take a small amount (about a teaspoon) and place it in the center of each dough circle. Carefully fold the edges over the filling and pinch to seal tightly, ensuring none of the custard spills out.

Place the buns on parchment paper squares in a steamer basket. Ensure they are spaced out to allow for expansion. Cover and steam over boiling water for about 10-15 minutes. You’ll know they’re ready when they’re puffy and the dough looks glossy.

Once done, carefully remove the buns from the steamer and let them cool slightly. Your nai wong bao custard buns are now ready to be devoured!