Combine all the dough ingredients and knead into a soft and elastic dough. Add more milk or flour as needed and knead until smooth; the moisture level will vary based on the milk and flour you use. (I added an additional 10g of milk.)
Place the dough into a bowl, cover, and let rise until doubled in volume; about 1-2 hours.
Once the dough has risen, punch it down and roll it into a flat rectangle.
Roll the rectangle into a tight log and pinch together the seams.
Place into a small baking pan; I used a junior loaf pan. Let rise again for 30-45 minutes, until puffy (about 1.5x to 2x in volume). To steam: place onto a steamer basket into a pot filled with cold water. Cover the pot and turn the heat to high; once water is at a full boil, turn the heat down to medium-low. From this point, continue cooking for 30 minutes. Turn off the heat, then wait 3 minutes before removing the lid of the pot; be careful not to let water drop onto the loaf.
To bake: place into an oven preheated to 350F / 180C. Once the top begins to color, cover the loaf with foil and continue baking until golden brown; about 30 minutes total.
Let the bread cool before serving.
To make the glaze: combine the lemon juice, lemon zest, and powdered sugar. If needed, whisk in a few teaspoons of water until smooth.