In a jug or small bowl, combine the warm milk, 1 tbsp sugar and dry yeast. Stir and let it sit for 5-10 minutes until it becomes foamy.
In a large bowl, whisk the flour, salt, and sugar. Make a well in the middle and add the yeast mixture, butter and eggs. Mix until well combined and forms a dough.
Sprinkle some flour on a clean surface and knead the dough for about 5-7 minutes until smooth and stretchy. Place the dough in a greased bowl, cover with plastic wrap and let it stand for about 1 ½ hour or until size is doubled.
To prepare the filling, heat a pan over medium heat, combine the dessicated coconut, milk, butter and sugar. Cook until the butter is melted and well combined. Add the vanilla essence and stir. The filling should be moist but not too wet. Transfer in a bowl and let it cool.
Gently deflate the dough by giving it a punch. Transfer into a floured surface and divide it into 20-24 pieces. Roll into a ball then flatten using a rolling pin. Scoop a tablespoonful of the filling, seal and shape into a ball.
Arrange the dough in a baking tray with parchment paper with ½ inch apart. Cover it with plastic wrap or kitchen towel and let rise for another 30 minutes or an hour.
While waiting, preheat the oven at 170°C or 338°F. Once the dough is ready, poke it using a fork then brush some egg wash on top of each dough. Bake for 15-20 minutes or until golden brown. Remove from the oven and let it cool for 5 minutes before serving.