Durian filling: Heat up sugar in a nonstick pan. Stir with a wooden spoon until the sugar starts to dissolve.
Add mashed durian flesh and stir vigorously. Add coconut milk and salt. Stir over medium low heat until paste is thick. Dish out and leave to cool completely.
Water dough: Combine the flours in a mixing bowl. Add margarine, water and salt to mix. Knead lightly into a dough. Divide into 10 equal portions.
Oil dough: Combine the flours in a bowl. Add margarine to mix into a soft dough. Divide into 10 equal portions.
Wrap the water dough around the oil dough. Roll into an elongated piece. Use a rolling pin to roll out flat. Roll the pastry into a Swiss roll and roll out flat again. Repeat the procedure one more time.
Cut each piece in half, place the cut side down and roll out into a flat circle. Put a heaped tablespoonful of durian filling in the centre of the uncut side. Fold and seal by pinching the edges.
Heat about 4-5 cups oil in a wok. Deep-fry the puffs till golden brown and crispy.