Add flour, sugar, baking soda, and salt to a mixing bowl. Whisk to mix together. Add the diced butter. Use your hands to rub the butter into the flour mixture. It would resemble some coarse crumbs. Add 3/4 of the water and knead into the dough and add more as needed until you can form a smooth non-sticky dough. Wrap with a cling wrap and set aside to let it rest for 30 minutes
Prepare the oil dough:
Add flour and diced butter to the same mixing bowl. Use your hands to rub the butter into the flour until you can form a non-sticky dough. Wrap with a cling wrap and let it rest for 15 minutes
Put the two doughs together:
Preheat oven at 375 F (190C). I have a conventional oven with bottom heat only. If your oven has both bottom and top heat, you may want to adjust the temperature to 15-20 degrees lower
Line a large baking sheet with parchment paper. Divide each dough into 12 equal pieces. So you will have 12 water dough and 12 oil dough
Flatten the water dough (which is a bit bigger in size is how I recognize it) into a round. Put the oil dough on top and wrap the water dough around it. Repeat with the rest. Cover them and let them rest for 15 minutes. They will be much easier to roll out later
Work with one dough at a time and keep the rest covered. Roll the dough out into an oval shape. Roll it up like a Swiss roll. Rotate 90 degrees and roll it out again into an oval. Swiss roll it up again. Put aside and cover. Repeat with the rest
Place the swirl side down and flatten and roll out into a disc, about 4 inches wide. Place the filling in the center and then pleat the dough and pinch to seal the dough well. You need to really seal it well or it will open up during baking. I have several that opened up during baking and the filling oozes out. Place the shaped buns on a baking sheet, about 1 inch apart. Repeat with the rest of the dough and filling
Baking:
Put the baking sheet in the oven, middle rack and bake for 15 minutes. The baking time is just for reference. Please adjust according to your oven. Remove from the oven and brush with some egg wash and sprinkle some sesame seeds on top. Put the baking sheet back into the oven and bake for another 10-15 minutes or until they are golden brown
Remove from the oven and they are truly the best served warm. I usually will ask you to let the pastry cools down first before eating, but for these siew bao,I recommend eating them pipping hot or warm while you can. They are not as amazing once they cool down IMHO, BUT, a simple reheating or crisping in the oven or an air fryer will restore that glory again
Notes
I would recommend making a full recipe for the filling because the leftover is so good with some plain rice or tossed with some noodles. Just a suggestion :)