Grate the marzipan to make it easier to work with. Tip: If slightly chilled, it will be easier to grate without smearing.
In a mixing bowl, combine the mascarpone cheese with the grated marzipan, then gradually add the Tokaji wine. Mix until smooth and creamy. If the mixture becomes too thin, add a little more marzipan.
Place the bao buns in a steamer lined with parchment paper and steam over boiling water for 5-6 minutes, or until soft and springy. Do not lift the lid during steaming.
Carefully open the softened bao buns and spoon in a portion of the Tokaji wine and marzipan cream. Fill them so that the filling doesn't spill out, but ensures every bite contains some cream.
Serve warm so that the cream remains silky. Tip: For a special touch, you can add a little grated orange zest to the cream, which complements the wine's aroma well.
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