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Dissolve yeast in lukewarm water and let stand for 5 minutes.
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In a bowl, combine salt, sugar, milk, shortening and eggs. Add 1 ½ cups of flour and yeast mixture. Mix until thoroughly blended.
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Add the remaining 1 ½ cups of flour and mix until dough leaves sides of the bowl. Use remaining flour for dusting hands and table. Knead until smooth and elastic. Place dough in a greased mixing bowl, cover with a damp cloth and let rise for 1 hour or until doubled.
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Punch down dough and divide equally into 30 gram portions. Form into a ball.
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In a small bowl, mix together filling ingredients.
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Flatten out each ball and place 1 tablespoon of filling pinch the seams to seal the bread, flatten the dough again to make it into a traditional pan de coco shape.
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Place in lined baking sheets. Let it rise again until it doubles in size. About 25-30 minutes. Dock the top of the bread to let steam escape while baking.
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Brush the top of the bread with egg wash.
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Bake in a preheated oven 375°F/191°C for 15-20 minutes or until golden brown. Serve.