In the bowl of an electric mixer fitted with a dough hook, put in flour, yeast, sugar, salt, bread improver, dough softener and milk powder. Mix well on medium speed for 3-4 minutes. Pour in egg and water mixture and beat on medium speed for 3 minutes. Add butter and fresh milk then continue to mix for 10 minutes at low speed until dough is soft and pliable.
Transfer dough to an airtight plastic container and allow to rise for 40 minutes or until doubled in bulk. Remove dough to a lightly floured tabletop and roll out dough into a flat round piece. Place cellophane sheet into a small round bowl.
Pour curry chicken ingredients onto the cellophane paper. Wrap up into a packet. Tie up with string. Wrap up the chicken curry packet with aluminium foil.
Wrap the piece of rolled out dough around the packet. Tuck edges neatly into the base and place a piece of greaseproof paper at the bottom. Place the whole packet of curry chicken bun on a tray. Cover with cling film and leave aside to proof for 30-35 minutes or until doubled in size.
Bake in preheated oven at 160°C for 35 minutes or until bun turns golden brown and sounds hollow when tapped underneath. Remove and brush with glaze immediately then return to the oven and continue to bake for 1-2 minutes more.