Place the flour in a large bowl. In a separate bowl, mix the warm water, sugar and the yeast, and then stir until the sugar is dissolved.
Pour the yeast mixture into the flour. Add the vegetable oil, then knead the dough until it has a smooth finish and is no longer sticky. This will take approximately 15 minutes (though you can use a stand mixer with a dough hook).
Roll out the dough to a rectangular shape, approximately 0.5cm thick, and slowly roll up the dough from the long side into a roll. Continue to roll until the dough is evenly distributed. Cut into 12 even pieces and roll into small balls.
Using a rolling pin, roll the dough into an oval shape. Brush the dough with oil and fold it in half.
Place each bao onto the pre-cut small square of baking paper. Place the baos in the steamer, cover with a lid and leave them to double in size. This will take approximately 30 minutes.
Once the bao has doubled in size, steam for a further 15 minutes or until cooked.