Mix water, milk, and egg with strong flour and cake flour. Create three wells for yeast, sugar, and salt, then knead into dough. Add butter and knead further. Let the dough rise in a warm place (35–45°C) for 40–50 minutes.

Prepare the filling by mixing softened butter with salt until well combined.

Dissolve instant coffee in a small amount of hot water for the coffee biscuit.

Cream softened butter with sugar until fluffy. Gradually add beaten egg while mixing.

Fold sifted cake flour into the mixture using a spatula in a cutting motion. Add dissolved coffee and mix well. Place the mixture in a piping bag and refrigerate.

Deflate the risen dough and divide into 8 portions. Shape into balls and let rest for 15 minutes.

Flatten each dough ball slightly, add filling, and seal tightly like a dumpling. Place seam-side down and let rise in a warm place for 40 minutes.

Pipe the coffee biscuit mixture onto the risen dough. Bake in a preheated oven at 190°C for 10 minutes.