Combine all the filling ingredients together in a bowl. Mix together.
Divide into 8 balls, about 28g each.
Mix together the Water Dough ingredients in a small bowl.
Divide into 8 portions about 23g each. Cover the dough and let it rest for 30 minutes at room temperature.
Mix together the Oil Dough ingredients in another bowl. Divide into 8 portions about 16g each. Cover and let rest for 30 minutes at room temperature.
Preheat oven to 400°F/204°C.
Roll out the Water Dough into an round disc. Press in 1 ball of Oil Dough over top of the water dough and wrap into a round ball. Flatten into an oval shape with a rolling pin. Roll the combined dough up into a coil (like a swiss roll).
Turn the dough 90 degrees, flatten and roll it up again into another swiss roll.
Flatten it into a circular shape with the palm of your hand. Place the wintermelon filling in the center of the dough and wrap it, ensuring it is enclosed.
Gently flatten the sphere into a disc, using a small wooden rolling pin. Careful not to push too hard or the filling will explode.
Make 2 slits on the top of the disc.
Brush with egg yolk wash and sprinkle some sesame seeds. Repeat with the remaining.
Bake at 400°F/204°C for 20-25 minutes until golden brown and flaky.
Remove from oven and cool on a rack.
Wife Cakes can be stored in an airtight container at room temperature for up to 5 days.