Melt the butter in a pot.
Once the butter is melted add in the milk. This mixture should be around 37 degrees celcius (neutral). You can pour a few drops on the inside of your writst to check for the perfect temperature. Set to the side.
Add the fresh yeast to a baking bowl. Then add the butter and milk mixture and mix untill the yeast has dissolved.
Add sugar and salt to the large mixing bowl and mix.
Add the flour to the baking bowl and mix.
Once the dough is mixed, place it in a warm spot, covered with a kitchen towel, for 30 minutes (I place it in the sink with luke warm water). The dough should double in size.
Spread some flour on a baking surface and pour the dough onto the flour. Knead the dough for about 10 minutes, adding in flour generously while kneading. For the final 3-4 minutes of kneading you should not need to add any more flour to the dough.
The dough is now firm, and not sticky, but moist.
Roll the dough out and divide into 12 pieces.
Roll the buns and place them on a baking trey covered with baking paper (or a greased baking trey).
Let the trey sit on your kitchen counter and cover the trey with the buns with a kitchen towel and let the buns rise for 15 minutes.
While the buns are rising, preheat your oven to 200 degrees celcius (392 fahrenheit).
Use a teaspoon - or your fingers - to make an indentation in the middle of each bun and fill the indentations with vanilla pudding (approximately 1 ½ topped teaspoon in each).
Bake the buns in the oven for 15-17 minutes.
Take the buns out and place on a cooling rack and let them cool down in room temperature.
Once the buns have cooled down, take a medium bowl and mix the powdered sugar with some water to get the right consistency for your icing sugar (be careful not to add too much water at once, you may need less than you think). Pour some of the glazing onto each bun and drizzle coconut powder over the glazed buns. Let it sit for at least 15 minutes.