Follow the recipe for Japanese Milk Buns until just after the first proof. (You should have a lightly oiled dough ball that is now doubled in size.)
Scrape the dough out of the bowl onto a lightly floured surface and shape into a log. Cut 12 blobs of equal portion. Take one and flatten it with your hand until it forms a misshapen disk. Use the 'pull and pinch' method to stretch the surface of the blob, bringing each of its ends into the middle. Pinch to seal the dough together. You can turn the ball over and roll it into your palm to make it more circular. Set aside, and repeat with the remaining 11 dough balls.
Cover all 12 dough balls loosely with plastic wrap and let sit to rest for 20 minutes.
Meanwhile Remove a cookie dough ball from the fridge and place it on top of a sheet of plastic wrap, then place a sheet of parchment paper over the top of the ball. Roll it into a disk as best as you can using a rolling pin. You need it thin enough to wrap around the surface of the bread dough.
Remove the parchment from off of the cookie dough and place one of the bread balls in the center of the dough. Carefully lift the plastic wrap from underneath the cookie dough and use it to shape the cookie dough around the bread ball. It does not need to cover the whole ball. Just about halfway.
Remove the plastic wrap and roll the new cookie dough bread ball in a bowl of granulated sugar, making sure to fully coat the cookie dough. This will form the crackly outer "shell" of the melon pan. Use a dough scraper or the back of a knife to lightly score the shell in a crisscross pattern. Or pattern of your choosing!
Place on a parchment lined cookie sheet and repeat.
Once all the melon pan have been transferred to the cookie sheet, cover the whole tray with plastic wrap and let the dough sit someplace warm to continue proofing. The balls should be large and puffy. About 40 minutes.
Remove the plastic wrap and place in a preheated oven at 350f for 12-15 minutes until lightly golden. the time will depend on how large you've made your melon pan. To check for doneness, tap the top of the shell with your fingernail. It should feel hard and have a slight hollow sound.
Let your melon pan rest on the tray for at least 10 minutes before enjoying. To store, wait until completely cool, then place in an airtight container for up to 2-3 days. Melon pan is freshest on day 1, but will still be delicious!