Lightly grease a large mixing bowl with oil. Set it aside.

In a microwave-safe bowl, heat the milk in the microwave on high for about 30 to 35 seconds. Use a thermometer to check the temperature of the milk. It should be somewhere around 100ºF to 115ºF (37ºC to 46ºC). If the milk is too hot, quickly whisk the milk and let it cool for several minutes.

Add the sugar and yeast to the milk. Stir to hydrate the yeast. Let it sit for 5 minutes while you prepare the other ingredients. After 5 minutes, you should see a layer of foam on the top (an indication that the yeast is active).

In the bowl of a stand mixer, add the bread flour, powdered milk, salt, foamy milk/yeast mixture, melted butter, and egg.

Fit the mixer with the dough hook. Mix the dough on low until you don’t see any loose flour on the sides of the bowl. This should take 30 seconds to 1 minute. Then, increase the speed to medium-low and work the dough for 8 minutes. The dough should feel supple and moist but not overly sticky. If it is very sticky, add another tablespoon of flour and work the flour into the dough.

Scrape the dough out of the bowl onto a surface and knead a few times. If the dough is feeling tacky, lightly dust the surface with flour and continue kneading a few times.

Shape the dough into a ball and place inside the greased mixing bowl. Cover the bowl with a damp towel (or a silicone lid) and let it rise in a warm place for about 1 hour, until the dough doubles in size.

In a bowl, mix the coconut, sugar, and turmeric. Then, add the melted butter, egg yolk, and vanilla bean paste. Mix everything together until combined.

Transfer the bowl to the refrigerator to chill the filling while the dough rises (about 20 to 30 minutes).

Stack 2 large baking sheets of the same size (13” x 18” or larger). Line the top sheet with parchment paper.

Take the chilled filling out of the refrigerator and divide it into 6 pieces of about 25 to 28 grams each (about 1 ½ tablespoons).

Punch down the dough to release excess air. Divide the dough into 6 equal pieces, about 112 to 115 grams each. Shape the dough into an oval. Cover 5 pieces of dough with a towel while you shape the first bun.

Roll out one piece of dough until you get a rectangle of about 10 to 10.5 inches long and 4 to 4.5 inches wide.

Take 1 piece of the filling and spread it over half of the rectangle (along the long edge). Pick up the side of the dough without filling and fold it over the half with the filling.

Using a knife, make 2 or 3 long cuts inside the rectangle, leaving ¼ to ½ inch border along the short side of the rectangle uncut.

Grab a hold of the short ends of the dough and twist the dough a few times. Then tie the dough into a knot.

Transfer the knotted dough onto the lined baking sheet. Continue shaping the remaining pieces of dough into buns.

Cover the knotted buns with plastic wrap and let the buns rise for an hour, until they double in size.

When the second rise is nearly done, preheat the oven to 350ºF (175ºC).

Whisk an egg with a tablespoon of milk. Gently apply a thin layer of egg wash over the risen buns.

Place the coconut buns in the oven and bake for 22 to 25 minutes, until they are golden at the top.

Take the coconut buns out of the oven. Let them cool on the baking sheet for 5 minutes before transferring them to a cooling rack.