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1
Combine the flour, yeast, sugar and salt in a large bowl. Add the beaten eggs and warmed milk. Mix until a shaggy dough forms, then work in the softened butter. Knead until the dough is smooth, supple and pulls cleanly from the sides of the bowl. The dough must be light and well-hydrated — not stiff. Cover and allow to rise until doubled in bulk.
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2
Turn the risen dough out and divide into portions of approximately 40 g each. Roll each piece into a smooth ball. Place on a lightly oiled tray, cover loosely and allow to proof until visibly puffed and the surface yields slightly under a fingertip without snapping back.
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3
Heat the oil in a deep, heavy pot to 190 °C (375 °F). This is where the dish lives or dies: oil below temperature produces dense, greasy dough; oil above it burns the exterior before the interior is cooked through. Maintain the temperature throughout frying, adjusting the heat as each batch is added.
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4
Lower the proofed dough balls into the oil in small batches, taking care not to crowd the pot. Fry, turning once, until the exterior is an even deep gold on all sides. The colour is the cook's primary guide: pale gold is underdone; a rich amber signals the correct crust.
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5
Remove the malasadas with a slotted spoon and drain briefly on a rack. While still hot, toss immediately in the li hing mui coating — a mixture of li hing mui powder and caster sugar. The powder adheres to the warm surface; once the malasada cools the coating will not bond. The finished exterior carries the sweet-sour-salty fragrance of the plum powder against the rich fried dough beneath.