As KAF’s baking expert PJ notes, baking with whole wheat will usually go well if you add two teaspoons or so more liquid per cup of whole wheat flour used. This recipe for whole wheat Hokkaido milk bread goes a little farther and ups the liquid by a little less than two tablespoons per cup, and doubles the butter, which I found added a creaminess that beautifully balances any slight bitterness from the whole wheat. There’s also a long rise built in to help with hydrating the dough, building gluten, and softening the bran. Note that this recipe is almost 100% whole wheat (with a bit of bread flour for the tangzhong roux), so it won’t taste like the milk bread you find in most Asian bakeries — but it’s every bit as soft and fluffy. For a version with some whole wheat but truly an identical taste to the bakery version, replace half the flour by weight with white whole wheat in this recipe (adding two more teaspoons of milk, if desired).
This recipe is for little dinner rolls, and yields a little more than the regular loaf recipe to make 24-36 dinner rolls (or about 1 1/2 of the regular loaves). You can enjoy these plain with a little butter (my favorite) or in little sliders. See Notes below for an easy balsamic-chicken version that I have pictured.
To make into balsamic-chicken sliders, take 1 lb cooked and shredded chicken breast and mix with 1/4 cup mayo, 1-2 tbsp balsamic vinegar, salt, and pepper. Slice the little rolls in half and layer with chicken salad, lettuce, and avocado, and enjoy.