In a small pan, combine the water, whole milk, and flour and mix until completely smooth.
Place the pan to low heat and cook the mixture well, stiring all along, for 4 min. until it thicken
Take away from the heat. Now pour the mixture in a small bowl and cover it with plastic wrap, letting it cool entirely.
In a small bowl, place the whole milk, whipping cream and two tablespoons of sugar and mix. Add the dry yeast and carefully mix again. Let it sit for 15 min. so that the yeast activates.
In a different bowl, add the flour, powdered milk, the rest of the sugar and salt. Mix a little until it is all well incorporated.
Apart, in another bowl, combine the egg, melted butter, and the cooled tangzhong. Mix with a fork until combined (if necessary, use a blender for it not to have any bumps).
Add the tangzhong and the yeast mixtures onto the flour bowl. Incorporate with your hands or with a wooden spoon to form a dough.
Now, take it out of the bowl and place it on a clean surface. Knead by hand for 20 min. until the dough is very elastic ans soft (all the kneading process can easily be done in a standing mixter with the bread hook attached).
Make a ball with the dough, coat it with some vegetable oil to then place it in a clean bowl. Cover the bowl with plastic wrap or a kitchen towel and let the dough rise for 2 hours until it doubles its size.
Grease and flour a rectangular loaf pan.
Dump the dough onto a clean surface and cut it into 4 pieces.
Give each piece a cilinder shape of about 10 cm long and place them in the pan.
Cover the pan with plastic wrap and let it rest for 1 hour or until they double their size again. Preheat the oven at 350° F.
For the egg wash, in a small bowl mix the egg and the heavy cream with a fork and set aside.
Once the dough has doubled it´s size, brush it with the previous mixture carefully.
Bake at 350° F (180ºC) for 35 min. or until it turns golden brown.
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