Combine warm water and yeast in a medium bowl and allow to stand for 10 minutes until frothy.
Add egg and oil to mixture.
Add 3 cups of flour to yeast mixture and carefully combine with a metal spoon until a dough forms. If mixture is fairly wet, add additional flour if required. The dough should be fairly dry and you can knead it together in the bowl to help it form into a dough ball. Turn dough out onto a lightly floured surface and knead for about 5 minutes until soft and elastic. (Try to avoid adding too much flour at the kneading stage as this can give the buns more of a scone texture rather than a 'bread' one.)
Then place dough in a lightly oiled bowl, roll dough to coat in oil, cover and leave in a warm place until doubled in size (about 1 hour).
Once doubled, punch dough down and transfer to a board and knead for about 1-2 minutes. Divide the dough into 9 equal pieces, form into balls and place in a pan spaced evenly apart. Cover and leave to double in size (about 40minutes).
Meanwhile make coconut sauce by mixing coconut milk, water and sugar well until sugar is dissolved and set aside.
Once buns have doubled, pour 2/3 of the cream mixture evenly over the buns. Use a pastry brush to brush some of the sauce over the tops of the buns.
To make the paste,for the crosses, mix flour, sugar and water well and place into a ziplock bag. Cut a small hole in the corner of the bag and pipe crosses over the buns.
Bake in a preheated oven on 200 degrees Celcius for 25 minutes or until buns are golden and a skewer inserted into the middle bun returns clean. Pour over rest of the coconut cream and return to oven for 5 mins.
Remove from oven and allow to cool a bit (15 minutes). Best served warm.