To make the tangzhong, in a pot over medium heat, whisk all the ingredients until the mixture is creamy. Remove from the heat and let it cool for 5 minutes.
In a bowl of a stand mixer, add the tangzhong and all of the other ingredients except for the butter. Mix until the dough comes together. Add in the butter and mix for another 10 minutes.
Shape the dough into a ball and let it rise in a well oiled bowl for 2 hours or until doubled in size.
Punch the dough to deflate and divide it into 12 equal balls. Roll each ball into a long oval shape. Cut slits lengthwise like in the video. Make sure to stop at 3/4 of the way.
Add in a mozzarella piece and roll into a log. Place in a well- greased pan. Repeat with the remaining balls.
Cover and let it rise for another 30 minutes. Pre-heat oven to 180 Celsius degrees.
Lightly brush with milk and bake at 30 minutes or until golden.
Brush with melted butter for a shiny top!