Heat oil in a saute pan on medium-high heat, add the curry leaves and onions. Cook till the onions begin to soften, about 5 minutes.
Then stir in the crushed red pepper flakes, salt, sugar, tamarind, ginger and cinnamon. Continue to cook till the onions are very soft, about 10 minutes. Remove from heat and set aside.
Line a baking sheet with parchment paper. Punch down each ball and press or roll out the dough into a 5" circle. Put a tablespoon of the onion filling in one quadrant of the circle, then fold the dough over like a half moon to cover the filling.
Lift the portion of the half moon that has no filling, and fold over once again. Pinch only the rounded edges of the dough together, then tuck them under and place the bun on the baking sheet. Repeat with the remaining dough balls.
Preheat the oven to 375°F. Brush the tops of the buns with milk (or the egg yolk mixture) and bake for 12~15 minutes or until the buns are lightly golden on top and bottom, be careful not to overbake or the dough will be dry. Serve warm or at room temperature.