Steam mung beans for 25-30 minutes, or until soft. Blend with the rest of the filling ingredients to a fine paste. In a non-stick pan, add shallot oil and bean paste; fry over medium heat until paste is dry. Divide equally and shape into balls.
To prepare the skin:
Combine glutinous rice flour and sugar. Stir colouring into boiling water and pour unto flour; mix well. Add coconut milk and oil, then knead into a smooth dough. Cover with a damp tea towel and set aside for 10 minutes. Divide equally and shape into balls.
To wrap and shape:
Flatten a dough ball in your palm and place a ball of filling in it. Wrap dough around filling. Press into a peach-shaped mould. Knock out the dumpling and place on a small square of greased banana leaf.
Steam dumplings over high heat for 4 minutes, brush lightly with oil, and steam a further 5-6 minutes.