Make the Tangzhong

1. In a small saucepan over low heat, whisk together the milk and flour.
2. Cook for 2–3 minutes, whisking constantly, until it forms a smooth, thick paste.
3. Transfer the paste to a small bowl and allow it to cool completely before using.
   

Make the Dough

1. Microwave the milk fin a heatproof jug or 30 seconds, or until lukewarm.
2. Add 10 g caster sugar with the yeast directly into the lukewarm milk. Stir well to combine.  Cover with a small towel and let it sit for 5 minutes, or until the yeast becomes foamy.
3. In the mixing bowl of a stand mixer, combine the flour, salt, and 40 g caster sugar. Mix lightly by hand with a spatula. Create a well in the centre of the mixture.
4. Into the well, add the egg, the foamy yeast mixture, and the completely cooled Tangzhong.
5. Attach the dough hook and knead on low speed until the ingredients come together. Gradually add the softened butter, a little at a time.
6. Once all the butter is incorporated, increase the mixer to medium speed and knead for 5–8 minutes, or until the dough passes the windowpane test (stretch a small piece — it should be thin enough to see light through without tearing).
7. Transfer the dough to a lightly oiled bowl, cover with cling film, and place in a warm spot for the first proof until it doubles in size (about 1–2 hours).
   

Prepare the Filling

1. Line a small tray with parchment paper.
2. Scoop out 22 x 1 teaspoon portions of Nutella and place them on the tray, spaced apart.
3. Freeze until firm.
   

Shape and Fill the Dough Balls

1. Once the dough has doubled, remove the cling film, dust lightly with flour, and knock out the air. Transfer to a lightly floured surface.
2. Knead gently for 2–3 minutes and shape into a smooth ball by dragging the dough toward you while tucking the edges underneath. Cover with a tea towel and rest for 15 minutes.
3. Divide the dough into 22 equal pieces, total weight is 727 g, so about 33 g each.
4. Shape each piece into a smooth ball by pulling the sides down and rolling lightly on the work surface. Cover with a tea towel.
5. When ready to fill, remove the firmed Nutella portions from the freezer.
6. Roll each dough ball into a 3-inch circle, place a Nutella dollop in the center, and pinch the edges to seal. Shape gently back into a smooth ball by dragging it onto the work surface.
7. Arrange the filled dough balls on a parchment-lined baking sheet to form a Christmas tree shape, leaving space between each ball.
   

Second Proof

1. Cover the shaped tree with a tea towel and let it rise for 45 minutes, or until the balls start touching each other.

Bake the Christmas Tree

1. When the second proof is almost complete, preheat the oven to 180℃ (fan).
2. For a golden finish, mix the egg and milk to create the egg wash, and brush a thin layer over each bun.
3. Bake for 16–18 minutes, or until golden brown.
4. Transfer to a wire rack and allow to cool for 5 minutes.
   

Decorate and Serve

1. Dust lightly with icing sugar for a snowy festive touch.
2. Sprinkle with dried cranberries and chopped pistachios.
3. Serve warm and enjoy!