Mix pork, shallots, fish sauce, oyster sauce, and soy sauce together in a large bowl. Let mixture marinate in the refrigerator, about 30 minutes.
Combine self-rising flour, milk, and sugar in another large bowl; knead until dough is smooth and no longer sticky. Cover dough with cheesecloth; let rest, about 5 minutes.
Divide dough into 18 balls. Roll out each ball into a circle with a rolling pin on a floured work surface. Place a spoonful of the pork mixture in the center; top with 2 sausage slices and an egg quarter. Gather the edges of each circle together like a coin purse; twist and pinch to seal the bun.
Cut waxed paper into eighteen 2-inch squares. Place each bun on a waxed paper square. Arrange 1 inch apart in a steamer; cover with lid.
