In a small bowl, combine the coconut cream and powdered sugar, then stir in the shredded coconut. The resulting cream should be thick but spreadable. Tip: If it's too runny, add a little more coconut!
Place the bao buns in a bamboo or metal steamer lined with parchment paper, then steam them for 5-6 minutes over boiling water. Do not open the steamer while steaming, otherwise the dough may collapse.
When the bao buns are done, carefully open them up. Spoon in a portion of the coconut cream, then spread it evenly. The filling should be fresh but not too hot to prevent the dough from becoming soggy.
Serve immediately, fresh and warm. Tip: For a more intense flavor, you can season the coconut cream with a pinch of grated lime zest or vanilla.
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