Grate the marzipan, then mix it with the grated orange zest and freshly squeezed orange juice. Knead until you get a smooth, easily shaped cream. Tip: If the mixture is too soft, thicken it with a little ground almond.
Steam the bao buns: place them in a steamer lined with parchment paper, then steam over boiling water for 5-6 minutes, until softened. Important: do not lift the lid during cooking, as it may interrupt the steaming process.
Carefully open the cooked bao buns, then spoon a portion of the orange-marzipan filling into each. Fill evenly, but not too much, so it doesn't soak the dough.
Serve fresh and warm, when the filling is creamy and melts well inside the dough. Tip: for an extra flavor boost, you can mix a little cinnamon or vanilla into the filling.
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