Try Great Neighborhood Restaurant
Shui Wah for fluffy, savory steamed bao during dim sum hours. All of the big dim sum places (facing and beyond Chinatown Square) have them as well. The
bakeries will have baked bao (and also sometimes steamed). I have most consistent luck at Captain's and Chiu Quon, but slightly rougher-around-the-edges Saint Anna, Feida, and Maxim's (which also lives in my literary imagination, haven't checked real-world status there lately) seem to have more magic at their best.