In a large mixing bowl, combine all-purpose flour, sugar, yeast, milk, softened butter, eggs, and vanilla extract. Mix until a cohesive dough forms. Knead for 5–10 minutes on a floured surface until smooth and elastic.

Place the kneaded dough in a greased bowl and cover with a kitchen towel. Let rise in a warm location for about 1 hour until doubled in size.

Once risen, punch down the dough, pinch off small pieces, flatten each into a disc, fill with custard, and seal to form buns. Arrange in a steam-safe container.

Cover the buns with a towel and let them rise for an additional 30 minutes.

Bring water to a gentle simmer in a pot. Place the steam-safe container over the simmering water, cover, and steam for 15–20 minutes or until puffed and cooked through.

Remove from the steamer and allow to cool for a few minutes before serving.