Add some oil to a large sauce pan, and sear the pork shoulder in batches. When seared, remove the pork from the pan and reserve. Sweat the onions and garlic in the same pan. Then add the soy sauce, five-spice powder and bay leaves, then return the pork shoulder to the pan. Cover with a lid and cook low and slow until the pork is tender, 1 1/2 to 2 hours.
When the meat is ready, add the cornstarch to thicken the pork mixture. Allow the mixture to cool.
For the dough:
Combine the flour, sugar, yeast and baking powder in a large bowl. Add 18 ounces (2 1/4 cups) cold water and the cream to the dry ingredients. Knead the mixture until it becomes a dough. Portion the dough into 2-ounce balls, then flatten and fill each ball with 1 ounce of the pork filling and a quarter of an egg. Then roll into a bun and proof the siopao for about 1 hour.