Warm the whole milk to about 100–110°F, then add the active dry yeast and a pinch of sugar. Stir and let sit for 5 minutes until frothy.

In a bowl, combine bread flour, sugar, salt, sweetened condensed milk, unsalted butter, and egg. Mix until well incorporated.

Pour the activated yeast mixture into the flour mixture and fold until combined. Knead for 10–12 minutes until smooth and elastic.

Transfer the dough to a greased bowl, cover with a cloth, and let rise in a warm spot for about 1 hour until doubled in size.

Punch down the dough and divide into 10 pieces. Shape each into a ball and let them rise on a lined tray for 35–45 minutes.

Preheat the oven to 350°F (175°C). Prepare an egg wash and brush it on top of the buns.

Bake the buns for about 18 minutes until golden brown. Remove and cool slightly on a wire rack.

In a bowl, whip the heavy cream, vanilla extract, and powdered sugar to medium-stiff peaks for the filling.

Fill the cooled buns with the whipped cream using a knife or piping bag, and sprinkle with desiccated coconut.

Enjoy immediately or store filled buns in an airtight container in the refrigerator for 1-2 days.