I'm not sure what type of bun you are describing...maybe you might enjoy the Eclairs in the Favorite Recipes list..they are lovely filled with a custard or cream and topped with chocolate!

Sylvia

Thanks for commenting Sylvia. I know what eclairs are but that's not what I'm after. It's literally a bread filled with cream.

http://www.flickr.com/photos/34679323@N05/3224001672/

Hmmm, a brioche might work...there is a recipe for a poor mans brioche also in the recipe list Pain Aux Raisins and Cream Cheese Snails..this dough would hold a filling of cream. 

I found this on the Internet.

http://lilyng2000.blogspot.com/2009/02/cocktail-buns.html

I used to buy them in Dublin for a treat once in a while.  Yummers!  I'll post the recipe I use for jelly doughnuts (tomorrow, it's after midnight here) which can easily be turned into cream buns.  I know, I've done it, and they are delicious.  One bite and I'm back in rainy old Dublin!

And not bake over 350°F oven temp (180°c).  The flicker picture looks like egg yolk & oil glaze.   Will you fill them after baking?   I think that there is a recipe posted here....    Don't forget to use steam in the oven and cover the buns to prevent drying out while rising. 

Mini

I make these buns alot.  They taste a lot like the buns in chinese bakeries.

chinese sweet bread
 
2 1/2 tsp active dry yeast
about 22 oz ap/bread flour mix
1 cup warm milk, plus (105 F)  
3/4 cup warm water (105 F)
1/2 cup sugar
3 tablespoons shortning
1 egg yolk, beaten, with
1 tablespoon water  

mix water, yeast and sugar.
add 1 cup all-purpose flour and 1 cup bread flour together in with water,yeast and sugar. Stir the warm milk, 1/2 cup plus 1 tablespoon sugar and shortning into the yeast and flour mixture until well blended. add 1 cup all-purpose flour and mix together. Add about 1 cup bread flour until you have a soft dough. Cover the bowl with plastic wrap and place in a warm location. Let the dough rise, until roughly doubled in size, 2 to 3 hours.
Preheat the oven to 350°F.
punch down dough. With a sharp knife, divide the dough into 15 roughly equal pieces. shape dough to a 4-inch circle. Place 1 1/2 tablespoons of desired filling into the center of the dough circle. Gather the edges of the dough over the filling, and twist them together to seal. Place the bun, seam side down, on a parchment paper-lined baking sheet. Repeat with the remaining dough.
Brush all exposed surfaces of the buns with the beaten eggs and water mixture. Bake until golden brown, 15 to 18 minutes. Serve warm.