Let's start by making the dough. In a large bowl, grab a sifter and sift together the flour and sugar. This helps to get rid of any lumps.
Add the instant dry yeast to the bowl and give it a good mix.
Pour in the lukewarm milk, vegetable oil, and salt. Take a wooden spoon or spatula and mix everything together until it forms a nice dough.
It's time to knead! Transfer the dough onto a flat surface and start kneading it for about 5 minutes. Remember not to add more flour, or your bread might end up too dense and crumbly. If the dough feels sticky, just apply a bit of oil to your hands to prevent it from sticking. If it feels too dry, add a little oil to the dough. As you continue kneading, the dough should become less sticky and easier to handle.
Once you're done kneading, place the dough in a greased bowl and cover it with either plastic wrap or a clean kitchen towel. Let it rise for around 30 minutes to an hour, or until it has almost doubled in size.
While the dough is rising, let's prepare the delicious filling. Grab a pan and combine the desiccated coconut, brown sugar, coconut milk, water, butter, and vanilla extract. Place it over low heat and bring it to a simmer.
Keep an eye on the mixture and let it cook until most of the liquid is absorbed. If you prefer a more compact and sticky filling rather than a crumbly one, you can add 1 tablespoon of flour dissolved in 1/4 cup of milk after the liquid has been absorbed. Stir regularly and cook for an additional 2-3 minutes until the filling becomes thick and sticky. Once it's done, remove it from the heat and allow it to cool slightly.
Once the dough has risen, gently press it down to release the air. Transfer it to a flat surface and roll it into a log. Cut the log in half and roll each half again. Now, cut each log into two, and you'll have a total of 24 pieces.
Cover the dough pieces with a kitchen towel and let them rest for at least 3-5 minutes.
Take one piece of dough and flatten it with the palm of your hand. Hold the flattened dough in the curve of your hand and spoon about 1 tablespoon of the coconut filling into the center. Pinch the corners together to fully enclose the filling.
Arrange the filled dough pieces on a baking sheet, making sure to place them about 1 inch apart with the pinched side facing down.
Grab a fork and gently poke small holes in the center of each filled dough. This will give them a nice texture. Cover the baking sheet with a clean kitchen towel and let the dough rest for another 20-30 minutes.
Preheat your oven to 340°F (170°C). Once the dough has rested, place the baking sheet in the oven and bake for 10 minutes.
After 10 minutes, remove the baking sheet from the oven and brush the tops of the dough with an egg wash. This will give them a beautiful golden color. Return the baking sheet to the oven and bake for another 5 minutes or until the bread turns golden brown.
Take the baking sheet out of the oven and let the bread cool slightly. Enjoy your delicious coconut-filled bread!