Making the filling: In a small bowl, combine chicken stock, oyster sauce, sugar, tapioca starch, ketchup, soy sauce, and white pepper; set aside.
Heat a wok over high heat for 40 seconds and add oil. Coat wok with oil using a spatula. When a wisp of white smoke appears, add onion. Lower heat to medium, and cook until onion turns light brown, about 2 minutes. Raise heat to high, add pork, and cook, stirring, for 2 minutes. Add wine, and stir to combine.
Stir the reserved stock mixture and add it to the wok. Cook, stirring, until the sauce thickens and turns brown, 1 to 1 1/2 minutes. Add sesame oil, and stir to combine. Transfer to a shallow dish. Cool to room temperature. Refrigerate uncovered, for at least 4 hours or up to overnight.
Making the dough: On a clean work surface, combine flour, sugar, and baking powder. Make a well in the center, add milk gradually, and combine flour mixture with fingers. When milk is absorbed, add 3 tablespoons water, and work dough with fingers. Add lard, and continue to work dough with fingers. Using a dough scraper, gather dough in one hand and knead it with the other. Knead until dough is smooth and elastic, 12 to 15 minutes. (If dough is dry, add 1 teaspoon water at a time and continue to knead. If dough is wet, sprinkle a bit of flour on work surface and on hands and continue working it.) When dough is elastic (it will bounce back if you poke it lightly), cover with plastic wrap and let rest 1 hour.
Prepare the buns: Cut sixteen 2 1/2-inch squares of parchment or waxed paper. Bring a pan of water to a boil. Roll dough into a cylinder 16 inches long. Cut into 1-inch pieces. Roll each piece into a ball. Work with one piece at a time; cover those not being used with a piece of plastic wrap. Press down lightly on a ball of dough; then, with fingers, press a well into the center. Place 1 tablespoon filling into the well, and pleat the dough with fingers until filling is completely enclosed. Repeat for all 16.
Place buns on parchment squares, and place in steamer at least 2 inches apart to permit expansion. Cover steamer. Place over boiling water, and steam until dough is fluffy and dry and filling is hot, 12 to 20 minutes. Remove buns from steamer, and repeat with remaining buns. Serve warm.