Prepare a large bowl that can fit into your steamer. Place a large strainer on top.
In another medium-sized bowl, add the glutinous rice flour, rice flour, and cornstarch. Mix well with a fork.
Line a large mesh strainer over the bowl and sift the confectioner's sugar through it. Use your fingers or a spoon to press the sugar through if any lumps exist.
Add the milk, oil, and vanilla extract into a small bowl. Stir to mix well.
Use your fork to form a hole in the middle of the flour. Add 2 to 3 tablespoons of the milk mixture at a time. Stir until the liquid is incorporated into the flour completely. Repeat the process until it forms a very runny batter.
Pour the mixture into the large bowl (you prepared in step 1) over the strainer. Press the lumps using a spoon. Once strained, the mixture will thicken a little bit.
Prepare a steamer by pouring 1 inch (2.5 cof water into the steamer pot. Cover and heat over medium-high heat until boiling. Place the bowl with the batter into the steamer rack. Place the rack over the boiling pot. Cover and steam until the batter is cooked completely, 15 to 20 minutes. After 15 minutes, examine the dough by inserting a spoon into the middle. The spoon should come out clean, and the dough should feel very stiff.
Once done, remove the lid, and transfer the steaming rack with the bowl onto your kitchen counter to cool off for a few minutes.
Fold a kitchen towel a few times and place it on your working surface. Remove the bowl with the dough wearing oven mitts, and transfer the bowl onto the towel.
Scrape the dough from the bowl and knead it using a spoon, until it forms a dough ball, 5 minutes or so.
Transfer the dough onto a clean surface. Note, do not add any flour onto the surface or dust your hands with it. Knead the dough using your hands until it’s smooth, 5 minutes or so. The dough will soften once done.
Wrap the dough with plastic wrap and chill it in the fridge for 30 minutes.