Combine the flour, sugar, salt and yeast in a large bowl
Whisk 1 Large egg and add to the bowl
Add 3 Tablespoons of milk and 3 Tablespoons of water to the bowl
Using your hands, gently mix together the ingredients until they are combined in a sticky ball
Sprinkle flour onto a clean surface and move the dough from the bowl onto the surface. Push the heel of your hands into the dough while pushing forwards, then fold the back towards yourself ("Punching" the dough). Keep doing this for around 5 minutes
At this point the dough should be fairly elastic. Stretch the dough out and put small cubes of the butter on the dough. Then roll the dough up and continue kneading the dough
Once all the butter has been absorbed by the dough continue with the "punching" for around 10 minutes or until the dough has the windowpane effect. This will be when you can pull the dough apart and see a translucent membrane
Shape the dough into a ball and put it in a covered bowl and let it rise for 1-2 hours or until the dough has doubled in size
Push the gas out of the dough and shape into a ball again, then cut or break the dough into 8 equal sized pieces and shape into balls
Put the balls on a baking sheet, cover with plastic wrap and let the dough rest for 15 minutes
After resting, flatten the dough and fill with the red bean paste, then pull the sides of the dough around and wrap the paste
Put the dough back on the baking sheet, cover it, and let it rest for another 30 minutes or until the size has doubled
Preheat the oven to 400℉
Whisk 1 Large egg and 2 Tablespoons water, then brush onto the dough, making sure to cover all sides
(Optional) Add some sesame seeds to the top of the anpan
Bake for 13-15 minutes, let cool and enjoy