Mix the lukewarm milk, yeast and sugar in the mixing bowl. Leave it for 10 minutes until the yeast started to form bubble.
In a mixing bowl, Whisk the flour and salt together. Add the yeast mixture and mix to form the dough.
Add the butter and knead the dough for 10-15 minutes until it forms into a smooth ball .
Let the dough rest in a greased bowl until doubled in volume, 1-1.5 hours. Prepare and grease an 8 x 8 square pan or a round baking pan.
Remove the dough from bowl and divide it into 9 round balls. Place them in the baking pan, cover and let it rest again until double in size.
In the meantime, mix the coconut milk with the 3 tablespoons of sugar and heat it up to dissolve the sugar then set aside. Brush the buns with some egg wash.
Pour the sweeten coconut milk over the buns and bake in a pre-heated 375 degree F oven for 30 minutes or until golden brown.