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To make the dough: Mix the dough ingredients until combined and then knead — by hand or using a stand mixer equipped with the dough hook — until the dough is soft, smooth, and elastic.
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Transfer the dough to a lightly greased bowl, cover, and let rise until doubled, about 1 to 2 hours.
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To make the oil: While the dough is rising, make the scallion oil by heating the oil and scallions over medium-high heat until sizzling, about 3 minutes. Remove from the heat, transfer to a heatproof container, and set aside until ready to use.
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To shape: Transfer the dough to a lightly greased work surface and divide it in half (425g each).
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Working with one piece at a time, roll the dough into a 10” x 20” rectangle. Brush with half the scallion oil (including the diced scallion), and season with a light sprinkling of salt.
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Fold the dough in thirds, lengthwise, to make a 3” x 20” rectangle.
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Cut the rectangle crosswise into 1” x 3” pieces. This will get a bit messy with some of the oil leaking out of the sliced dough — that's OK.
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Repeat the process — rolling, brushing on the oil, folding, and cutting — with the other half of the dough. You should now have 40 small pieces of dough.
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Stack two of the dough pieces atop one another. Press a chopstick lengthwise down the center of the stack. Lift the chopstick up (it should leave a groove) and gently pull on the ends of the pieces to stretch the stack to about 6” to 8” long.
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Position the chopstick in the center of the dough crosswise and fold the dough over the chopstick, pressing the two ends to seal them together.
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Use one hand to hold the sealed ends of the bao (bun) together. With your other hand holding the chopstick, pick up the bao and chopstick and rotate the chopstick clockwise twice, to twist the bao.
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Gently press the bao down on your work surface, using both your hand and the chopstick, then pull out the chopstick. For a more secure bao, tuck the folded ends of the dough into the hole that’s created when you remove the chopstick. Note: For an extremely helpful video on how to shape bao, see our accompanying blog post.
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Repeat with the remaining pieces of dough to make a total of 20 bao.
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Space the bao on a couple of baking sheets, cover, and let rest for 30 minutes before steaming.
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To steam the bao: Place small pieces of parchment into the basket of a bamboo steamer; you'll need one for each bao. Or use a perforated parchment steamer or air fryer liner.
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Place the bao on the parchment, being sure not to crowd them as they’ll expand. Place your steamer with bao on top of a shallow pot of boiling water. Steam the bao for 15 minutes, or until cooked through.
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Remove the bao from the steamer and transfer them to a rack. Repeat with the remaining bao.
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Serve bao immediately, warm from the steamer.
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Storage information: Store any leftover bao, covered, at cool room temperature for a couple of days; freeze for longer storage. To reheat, steam for 10 to 12 minutes, until heated through.