I love Chinese pastries and buns, especially those from Hong
Kong and Macau...
My favourite bun from HK is the "Po Lo Pau" (Pineapple bun).
Despite the name, there's no pineapple. Instead it has a rough
yellow sugary crust. The original Po Lo Pau has no filling, but
sometimes you can find "Po Lo Yau" (Po Lo Pau with butter), "Po Lo
Char Siew" (with barbeque pork), "Po Lo Tau Sa" (with red bean
paste), etc.

Picture of "Po Lo Pao" from
www.dimsumdolly.com
My favourite bun from Macau is the pork chop bun. A big piece of
succulent pork chop (deep-fried, grilled, or pan fried) is placed
between 2 buns that are crispy on the outside and soft on the
inside. Normally there're no other fillings, although sometimes
fried onions are added.

Picture of pork chop bun from
Wikipedia