In a small saucepan, combine the coconut milk, milk, coconut oil, and pumpkin puree and stir over medium heat.

When the coconut milk is heated through, gradually drizzle the hot milk over the egg yolks and whisk constantly (to temper the eggs). Keep whisking while you pour the rest of the milk to remove any lumps.

Gently pour the mixture back into the saucepan and continue to whisk over low heat. The mixture will start to thicken. You can tell it is thick enough when a spoon dipped into the mixture will sustain a line drawn on the back of it.

Remove from heat and put the mixture through a sieve to remove any remaining lumps and into a clean bowl.

Let cool. Place a piece of plastic wrap over top of the custard and place into the refrigerator overnight.

The next day, remove the custard from the refrigerator and use a small ice cream scoop to form balls. Place the balls onto a piece of plastic wrap and enclose to keep its shape. Repeat with the remaining custard.

Place the plastic-wrapped custard balls into the freezer until ready to use.

In a stand mixer bowl, combine flour, baking powder and oil.

In a small bowl, add the warm water, sugar, and yeast. Let the yeast activate and become bubbly.

Once the yeast has activated, with the mixer running on low, add it to the flour mixture. Knead until the dough is smooth and elastic, about 5 minutes. If the dough is too wet, add a little more flour. If the dough is too dry, add 1 teaspoon of water at a time until you obtain the correct consistency.

Lightly grease a medium glass bowl and place the the dough into it. Cover and let it proof in a warm place for about 1 hour or until almost doubled in bulk.

Once dough has risen, divide into portions of ~50g each. Roll each dough portion into a smooth ball and flatten the edges to form a disc with a hump in the middle.

Remove the custard filling balls from the freezer and place one custard ball in the middle of the dough. Carefully bring up the edges of the dough and pleat around it, sealing up the filling.

Place the dough with the pleats facing down onto a square piece of parchment paper, approximately 3" by 3" in size.

Repeat with the remaining dough and filling.

Place the custard buns (with the parchment) onto a steamer rack or a bamboo steamer.

Let rest for about 20-30 minutes, until dough has risen slightly.

Use large pot or wok with just enough water and set your steaming rack over top of it. Turn on the heat to high and steam for 15 minutes.

Turn off the heat and let it rest for 5 minutes without opening the lid. (This is to prevent the buns from collapsing).