Steamed baos easy recipe .These steamed custard buns (nai wong bao) are a Cantonese dim sum favorite. Lightly sweet, creamy custard in a fluffy bun? Pretty much the best treat ever.Steamed Custard Buns are an absolute favorite on the dim sum carts. For many people, they really hit the spot. Holding that hot, delicate bun is like a passageway to childhood and countless sweet memories. Needless to say, this bun doesn’t require much introduction.