Prep: Cut out 12 squares of parchment paper, about 4x4 inches each. (Alternatively, use cupcake liners.)
Activate Yeast: In a large bowl, stir together water, sugar, and yeast. Let sit for 5 minutes, until yeast makes the water frothy.
Combine: In a separate bowl, stir together flour, baking soda, and salt. Add flour mixture to water mixture, along with oil. Stir until a loose ball forms, then turn onto a clean surface and knead by hand for 5 minutes (or 3 minutes with the bread hook of a standing mixer). Dough will be very smooth and elastic when finished kneading.
Rise: Clean out the bowl and lightly grease it, then set the ball of dough inside. Cover bowl with plastic wrap and set somewhere warm. Allow dough to rise until doubled in size, about 1 hour.
Shape: Roll dough out to be ¼ inch thick*. Cut 3 to 4 inch circles out (using a cookie cutter or a cup). Lightly brush the inside of each circle with oil, then fold the circle half (the oil will prevent the bun from glueing itself closed while steaming). Flatten and reshape as needed. Place each folded dough on a parchment paper square (or cupcake liner). Cover with plastic wrap and let rise for 20 minutes.
Prep Steaming Station: Bring a pot of water to a simmer with a steamer basket set over it. Wrap a towel around the underside of the lid to catch excess steam.
Steam: Working in batches, transfer buns (and their parchment paper) in a single layer into the steaming basket. Cover with the towel-wrapped lid and let steam, undisturbed, for 10 minutes, or until puffy and cooked through.
Vegan Bao Bun Filling
Shred Mushrooms: Preheat oven to 400°F (204°C). Clean mushrooms with a damp paper towel. Using two forks, shred the stems and caps roughly into pieces. Set on a parchment paper-lined baking sheet.
Bake: Drizzle with the oil, ginger, paprika, salt, and garlic. Toss around to evenly coat the mushrooms, then bake for 20 minutes, or until mushrooms are a bit crispy and brown on the edges. Stir in hoisin and sriracha.
Serve: Spoon pulled mushrooms into each bao bun, along with any additional fillings you want!
Notes
*Alternatively, divide dough into 12 balls and roll each ball into a 4 inch round. This method takes more time but gives you more bao buns because you're not wasting the dough left after cutting out circles.You can make the mushroom filling ahead of time and reheat on the stove when ready to serve.Store leftover bao buns by letting them sit at room temperature until cool, then transferring to an airtight container in the fridge. To reheat, wrap each bun in a damp paper towel and microwave for 20 seconds, until warm.