Mix the flour, salt, sugar and yeast in a bowl. Add the butter, milk, egg and lemon zest, mix. Knead to form a soft, smooth dough. Cover and leave to rise at room temperature for approx. 1 hr. until doubled in size.
Heat the milk, sugar and butter in a small pan, pour half of the mixture into the prepared dish. Divide the dough into 8 portions, shape into balls, place next to each other in the dish. Cover and leave to rise for approx. 30 mins.
Bring the water to the boil along with the sugar, cinnamon stick, star anise, bay leaf and ginger. Add the plums, simmer gently for approx. 10 mins. until soft. Serve lukewarm with the sweet dumplings.
Approx. the dumplings 20 mins. in the centre of an oven preheated to 200°C. Pour the remaining sauce over the top, bake for approx. 10 mins. Remove from the oven, dust with icing sugar.