To prepare a steamed buns with dipping sauce cheese recipe, you'll first need to prepare the ingredients for the recipe. Place the flour, baking powder, sugar, salt, and egg in the mixing bowl. Add the milk and stir to combine. Pour the wet ingredients into the dry ingredients and mix until they're just combined. Form the mixture into balls and place them on the baking sheet lined with parchment paper. Bake for 20 to 25 minutes or until golden brown. Remove from the oven and allow to cool for 5 minutes before serving.