Place the bao buns in a steamer and steam for 6–8 minutes. Use a bamboo or metal steamer basket over a pot, covered. Ensure the water doesn't touch the buns, or they will get soggy.
Grate the cucumber, salt it lightly, and let it sit for 10 minutes. Then, thoroughly squeeze out the excess water to prevent the tzatziki from becoming too watery.
In a bowl, combine the yogurt with the grated cucumber, minced garlic, lemon juice, olive oil, salt, and pepper. Mix well, then refrigerate for at least 10 minutes to allow the flavors to meld.
Slice the black olives into thin rings. If they are packed in brine, rinse them beforehand to avoid an overly salty dish.
Gently open the steamed bao buns. Spoon in 1-2 tablespoons of tzatziki, then sprinkle with the sliced olives. Serve immediately while the buns are still soft.
Tip: For a more intense flavor, drizzle a few drops of olive oil over the filling before serving, and offer lemon wedges on the side.
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