Toast the flour in a dry pan over low heat for 3 minutes, stirring until fragrant and just golden; let it cool completely. Stir together the roasted flour, sugar, toasted sesame, salt, and Sichuan peppercorn powder. Drizzle in the vegetable oil and mix until the filling clumps and can be pressed into a ball when squeezed.
Oil dough: mix 120 g flour with 55 ml vegetable oil until it forms a smooth, non-sticky paste. Water-oil dough: mix 180 g flour with 70 ml hot water (and a pinch of oil) and knead until smooth and slightly elastic, with tiny honeycomb bubbles. Rest both doughs for about 10 minutes, covered, so they relax.
Wrap the oil dough inside the water-oil dough like a large dumpling, then roll it out into a big flat pancake. Poke a hole in the centre and roll outward into a ring resembling a thick rope. Cut the ring into equal pieces, about 30-33 g each. Press each into a small wrapper.
Place a portion of filling in the centre of each wrapper and seal it closed. Moisten a bamboo basket (or a plate) slightly with water, add the cakes, and shake gently to coat the tops with sesame seeds. Space the cakes on a baking sheet and prick two small holes in the top with a knife so steam can escape (this stops the pastry cracking).
Bake at 180°C (350°F) for about 20 minutes, until golden and flaky. If you skip the vent holes, the cakes will puff up as steam escapes — that is normal. Cool slightly before serving; the layers are most dramatic when just warm.