They were one of the most exciting dim sum items I ever tasted in Singapore — you make a bite and watch how hot golden lava slowly flows out. That lava is an unusual custard based on salted duck egg yolks and condensed milk. Steamed buns are served hot with hot green tea. They are addictive for those who crave for rich milk and egg flavors, creamy and fluffy textures, and a delicate, sweet and salty balance.
My first XO sauce was a gift from Taiwan. Three little jars with shrimp, scallops, and assorted seafood flavors looked very expensive. I opened the first jar, sniffed, and immediately liked its complex flavor. The sauce went into a variety of stir-fries and I was gone in the blink of an eye!
Asian cooks claim that homemade XO sauce is always better than commercial. It makes sense, obviously, if all ingredients are available. In Austin, find them in MT Supermarket.