Here's the exact recipe I followed to make that great siopao I had on my birthday:
Siopao dough:
1 pkg of rapid rise Yeast
self-rising all purpose flour 3 cups.
In bowl put 1 cup lukewarm water, 1 tsp sugar, and the yeast...watch it bubble and stuff.
In a separate bowl, put flour, 1/4 cup of sugar, 2 tsp corn oil. slowly add the yeast stuff, and mix (slowly)...let dough rise for 1 hour in the bowl, keep it away from air and moisture (my mom said to put it in the oven, but don't turn it on) After waiting for an hour or two, you'll begin to feel like you need some exercise so...take the dough out and knead by hand on a floured surface (just keep sprinkling the surface with flour so it does not stick on the counter or whatever you are using), make sure you don't create air pockets in it...now roll it into a loaf shape and then cut into about 8 pcs. Flatten those pieces with a rolling pin or by hand then put the filling in. make the siopao (make sure there are no holes in it). let rise again for another hour or so...Steam and enjoy your home made siopao....
I guess you can make your own filling but my mom cooks hers this way: shredded pork pieces, 4 tbsp soy sauce, sugar and onions, cook into some kind of asado.
Thanx again, Pnut!