In a large mixing bowl, combine the high-gluten flour, low-gluten flour, caster sugar (for dough), salt (for dough), and instant dry yeast. Mix well.
Add the whole milk and large egg to the dry ingredients. Mix until a shaggy dough forms.
Transfer the dough to a clean surface and knead for about 10 minutes until it becomes somewhat smooth.
Add the softened unsalted butter (for dough) and continue to knead for another 10-15 minutes until the butter is fully incorporated and the dough is elastic and passes the windowpane test.
Place the dough in a lightly oiled bowl, cover with cling film, and let it proof in a warm place for 60-90 minutes, or until doubled in size.
While the dough is proofing, prepare the coconut filling: In a separate bowl, combine the shredded coconut, caster sugar (for filling), milk powder, melted unsalted butter (for filling), small egg (for filling), and water. Mix well until everything is evenly combined.
Once the dough has doubled, gently punch it down to release air. Divide the dough into 10 equal portions (about 50-60g each). Roll each portion into a small ball and let rest for 10 minutes.
Take one dough ball, flatten it into an oval or rectangular shape. Place a spoonful of coconut filling in the center. Fold the dough over the filling and seal the edges tightly.
Roll the sealed dough into a cylindrical shape. Use a sharp knife or pastry cutter to make a lengthwise cut down the center, but not all the way through, leaving about 1cm at each end. Gently open up the cut to expose the filling slightly and shape into a crescent. Repeat with remaining dough and filling.
Arrange the shaped buns on a baking tray lined with parchment paper, leaving some space between them. Cover loosely with cling film and let them proof for a second time in a warm place for 40-60 minutes, or until noticeably puffed up.
Preheat your oven to 180°C (350°F).
Prepare the egg wash by whisking the egg yolk and milk (for egg wash) together.
Gently brush the tops of the proofed buns with the egg wash.
Bake in the preheated oven for 15-18 minutes, or until golden brown.
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