Combine glutinous rice flour, caster sugar (for filling), and water (for filling) in a non-stick pot.
Stir the mixture over low heat until it thickens into a translucent paste.
Add lard or vegetable oil (for filling), candied winter melon, toasted sesame seeds, and desiccated coconut to the paste. Mix well.
Transfer the filling to a plate, cover with cling film, and let it cool completely. Once cool, divide into equal portions and roll into balls.
Water Dough: In a bowl, combine plain flour (for water dough), lard or vegetable oil (for water dough), water (for water dough), and caster sugar (for water dough). Knead until smooth. Cover and rest for 30 minutes.
Oil Dough: In another bowl, combine plain flour (for oil dough) and lard or vegetable oil (for oil dough). Mix until a soft dough forms.
Divide both the water dough and oil dough into equal portions.
Flatten one portion of water dough into a round disc. Place one oil dough portion in the center.
Wrap the water dough around the oil dough, sealing it completely.
Roll out the wrapped dough into an oval shape.
Fold the oval dough into thirds, like an envelope.
Turn the dough 90 degrees and roll it out again into another oval.
Fold it into thirds once more. Repeat steps for all portions. Let the folded dough rest for 15 minutes.
Take one rested dough portion. Flatten it into a round wrapper.
Place a glutinous rice filling ball in the center of the wrapper.
Gather the edges of the wrapper around the filling and pinch to seal, forming a ball.
Gently flatten the ball into a disc, about 1cm thick.
Arrange the cakes on a baking tray lined with parchment paper. Brush the tops with beaten egg yolk.
Score two small slits on top of each cake for venting.
Preheat oven to 180°C (350°F).
Bake for 20-25 minutes, or until golden brown and flaky.
Let cool on a wire rack before serving.
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