Heat a few inches of water in a medium pot to create a double boiler.
In a medium sized metal or glass bowl beat together the eggs and powdered sugar, beat for a minute until combined.
Sift in the flour and cornstarch, mix, add the milk and heavy cream, whisk until smooth.
Place the bowl over the double boiler, turn down the heat to a simmer and continue to stir the mixture until it thickens. It can take a few minutes to get it started but then once it starts to thicken it goes quick, the mixture should be stiff when finished cooking.
Scrape the custard out into a bowl, press a sheet of plastic wrap to the surface and refrigerate for at least two hours.
Add all of the dough ingredients into the bowl of a stand mixer. Knead for 10 minutes with a dough hook.
Lightly grease a bowl, scrape the dough into the bowl and cover. Let rest for about an hour or until it doubles in size.
On a floured surface dump out the dough and roll it into a log, cut it into 12 portions, do not roll them into balls, leave them in thick slices.
Flatten out each portion into a large disc, a few inches wide, a short rolling pin is useful for this step, I ended up using a vinegar bottle.
Scoop a few tablespoons of custard filling into the center of the disk, gather the edges of the dough and pinch together.
Place the buns seam side down onto squares of parchment paper and place them into a steaming basket. Repeat the with the reaming dough and filling.
Place the steaming baskets over a pot of simmering water and steam for 15 minutes. Serve immediately.