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To make the tangzhong: In a small saucepan, combine all of the ingredients and whisk until no lumps remain.
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Place the saucepan over low heat and cook the mixture, whisking constantly, until thick and the whisk leaves lines on the bottom of the pan, about 3 to 5 minutes.
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Transfer the tangzhong to a large bowl or the bowl of a stand mixer.
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To make the dough: Pour the cold milk over the tangzhong to help it cool to lukewarm.
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Weigh your flour; or measure it by gently spooning it into a cup, then sweeping off any excess. Combine the tangzhong with the remaining dough ingredients, then mix and knead — by mixer or bread machine — until a smooth, elastic dough forms; this could take almost 15 minutes in a stand mixer.
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Shape the dough into a ball, and let it rest in a lightly greased bowl, covered, for 60 to 90 minutes, until puffy but not necessarily doubled in bulk.
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To make the filling: Place the sesame seeds in a dry skillet (without any oil) and toast over low heat, monitoring closely and shaking the pan occasionally, for 5 to 7 minutes, until aromatic. Place the seeds and granulated sugar in a blender or food processor and blend until finely ground, 30 to 45 seconds. Pour the ground seeds into a bowl, add the brown sugar, dried coconut, coconut milk, and salt. Stir to form a thick paste. Cover and refrigerate while you shape the buns.
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To shape the buns: After the dough has risen, gently deflate it and divide into 12 even pieces (between 52g and 55g each). Roll each piece into a tight ball and keep covered.
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Line a baking sheet with parchment. Working on a lightly floured surface with one piece of dough at a time, roll it into a 4" to 4 1/2" disk, making sure the edges are thinner than the middle to ensure that the filling does not leak. To achieve thin edges, use your non-dominant hand to gradually rotate the disk of dough as you roll out the edges using a pin in your dominant hand. (A wooden dowel or a small tapered rolling pin is the best tool here.) Repeat with the remaining dough.
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Place 1 tablespoon of the filling into the center of each disk. Gather up the edges and pinch them together to seal securely. Place seam-side down onto the prepared sheet pan and gently cup with your hands to re-form a neat round. Continue with the remaining dough. Arrange the filled buns in four rows of three, leaving a gap of about 1" in between. Cover with plastic wrap or a clean damp kitchen towel and allow to rise at room temperature for 30 to 40 minutes, until puffy.
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Towards the end of the rise, preheat oven to 350°F.
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When the buns are ready to bake, brush each bun with the egg wash and sprinkle with black sesame seeds and dried coconut.
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To bake the buns: Bake for 22 to 28 minutes, until the buns are golden brown on top. Remove them from the oven and allow to cool slightly. Enjoy the filled buns warm or at room temperature.
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Storage information: Store leftover buns, well wrapped, at room temperature for 2 to 3 days.
