1. For the Bao Buns, mix coconut milk, sugar, coconut oil and vanilla in medium bowl. Gradually stir in flour until combined. (Work in flour by hand as dough gets stiffer.) Cover and let rest 30 minutes.
2. Meanwhile, for the Pecan Pie Filling, mix sugar, corn syrup, egg, butter, cinnamon and salt in small saucepan on medium heat. Bring to simmer, stirring frequently. Cook 8 to 10 minutes or until thickened. Remove from heat. Stir in pecans and vanilla. Cool to room temperature.
3. Roll out dough on lightly floured surface to 1/4-inch thickness. Cut out 16 rounds (3- to 3 1/2-inches in diameter) with cutter. (Reroll scraps and cut out rounds just once. Overworking dough may cause bao buns not to rise properly.)
4. Brush dough rounds lightly with additional coconut oil. Fold over each round without pressing down. Cover with damp kitchen towel. Let rest 10 minutes.
5. To cook the Bao Buns, pour 1 inch of water into large pot. Bring to boil. Line a steamer basket with parchment paper. Place some of the bao buns in steamer basket. (Do not overcrowd steamer as buns will expand during cooking.) Insert steamer basket in pot. Cover. Steam on medium heat 10 minutes or until buns have expanded. Transfer buns to wire rack to cool. Repeat with remaining bao buns.
6. For the Chocolate Bourbon Sauce, place chopped chocolate in medium bowl; set aside. Place heavy cream, corn syrup and cinnamon in medium microwavable bowl. Microwave on HIGH 1 minute or until warm. (Do not boil.) Pour over chocolate in bowl. Let stand 2 to 3 minutes. Mix with wire whisk until chocolate is melted. Stir in bourbon and vanilla.
7. To assemble, gently split bao buns. Place a spoonful of Pecan Pie Filling into each bao bun. Drizzle with Chocolate Bourbon Sauce. Serve immediately.
Test Kitchen Tips:
Do not reroll bao dough more than once. Overworking dough may cause bao buns not to rise properly.
If you have a traditional bamboo steamer, use it to steam the bao buns. If you own neither a bamboo steamer nor a steamer basket, you can use a metal colander. You can also make a steamer out of a disposable aluminum cake pan. Poke holes in the bottom of the cake pan. Place upside down in large pot with 1/2- to 3/4-inch boiling water. Place parchment paper on the pan. Place some of the bao buns on the parchment paper. Cover and steam as directed.