Pour the milk into a small saucepan, add sugar and bring slowly to the boil over low heat. Remove from heat and pour the hot milk into three individual rice bowls. Leave to cool.
When a skin has formed on the surface of each bowl of the cooling milk, use a toothpick to lift up a corner of the skin just enough to gently pour the hot milk out of the corner of each bowl into a large bowl. Leave the skin that has now sagged to the bottom of each individual bowl intact.
Beat the egg white till smooth and white. Add to the milk that is left cooling in the large bowl. Stir well. Strain the mixture through a sieve to remove lumps. Scrape off the bubbles that form at the top.
Pour the milk back into the individual bowls with the previous milk skin still intact. The skin will float to the top. Place the bowls of milk in a bamboo steamer. Boil water in a wok. Place the steamer over boiling water. Cover and steam for 10 minutes over medium heat.
The resulting double skinned milk is pure white and set to a wobbly consistency, very smooth and mildly sweet. On cooling, a second layer of tasty skin is formed, sticking to the edge of the bowl.