Place the glutinous rice flour in a bowl. Add the water and mix very well until smooth. Add the sesame oil and mix well until combined.
Divide the Koshi-an (sweet Azuki red bean paste without skins) into 8 equal portions, roll them into balls. Divide the dough into 8 equal pieces, and roll them into balls as well. Flatten out the dough with your fingers, and wrap the Koshi-an securely.
Bring a large pot of water to a boil. Gently drop the dumplings in the boiling water and cook for 2 minutes. Remove from the boiling water and transfer into the cold water (to cool and remove the slimy texture).
Preheat the oven to 245°C (475°F).
Lightly drain the dumplings and coat with toasted white sesame seeds.
Bake using the bottom heat function for 7 minutes or until crisp and golden brown.