Please note that I have included two methods below for tangzhong making and dough kneading using either (A) conventional bread machine or (B) Thermomix so do take note of the sub-headings.

[THERMOMIX] Tangzhong & Dough Kneading

• To make tangzhong, place 20g high protein flour and 100g water in mixing bowl, cook for 3min/75°C/spd 2 and let stand for 10-15 minutes until temperature lowers down to 40°C.
• Once temperature hits 40°C or below, add milk, cream, sugar, egg, salt, 280g high protein flour, hojicha powder and yeast then knead 4min.
• Add butter, knead 1min.
• Transfer dough to a pastry mat, shape into ball and let proof in a warm place covered loosely with cling wrap/damp towel until doubled in size (approximately 45-60 mins).

[CONVENTIONAL] Tangzhong & Dough Kneading

• Prepare tangzhong by mixing flour in water and whisk together in a pot, ensuring the mixture is well combined with no lumps. Cook over medium-low heat, stirring consistently to prevent burning and sticking while you cook.
• The mixture will gradually become thicker. Once you notice that some “lines” appear in the mixture for when you stir with the spoon, it’s done. Your tangzhong is ready.
• Transfer into a clean bowl. Cover with a cling wrap sticking onto the surface of tangzhong to prevent it from drying up. Let cool.
• After tangzhong has cooled down, approx 20 mins later, add all ingredients into breadmaker; first the wet ingredients (tangzhong, milk, cream, egg), then the dry ingredients (in order of sugar, salt, flour, hojicha powder, yeast).
• Select "dough" mode and let knead until all ingredients come together, usually I let it knead for approximately 10 minutes.
• Then add in the butter, continue kneading until the dough is smooth and elastic. My breadmaker's dough kneading cycle is 23 minutes.
• Transfer dough to a pastry mat, shape into ball and let proof in a warm place covered loosely with clingwrap/damp towel until doubled in size (approx 45-60 mins).

FILLING

• In a clean bowl, blend together chestnuts and milk until smooth and combined. I used store bought peeled and cooked chestnut that was already softened. I used a fork to smashed the chestnuts and mixed with milk until combined.

SHAPING & PROOFING

• Punch down dough to deflate. Divide dough into 8 equal portions and pre-shape into round balls (detailed video tutorial on how to shape dough into round balls here from 5:16 onwards). Let rest for 15-20 minutes, covered with clingwrap/damp towel.
  
• Roll each dough ball flat, and place a tbsp of chestnut filling mixture, wrap it up by shaping into a triangle, and seal the edges by pinch two angles together. Be sure to press in the bottom edges to create a round corner.
  
• Deep the wider and bottom half of the triangle into milk (or brush with water if you do not wish to use milk wash).
  
• Coat the bottom of the dough with sesame seeds then place the buns on a lined baking tray, seam side down. Let rise until doubled in size.
• Proof for 40 minutes, until doubled in size. Towards the last 15 minutes, preheat your oven to 180℃. (TIP: Setting your timer to go off after 25 minutes to preheat oven, then a further 15 minutes works best for me!)
• After dough has doubled in size, bake at 180°C for 18-20 minutes.
• Remove from oven, and let cool for 5 minutes. Remove bread from pan and transfer onto a wire rack to let cool.
• Store completely cooled buns in air tight container – they can stay in room temp for up to 2-3 days.