Creating baked dumplings is simple when you follow these steps:

1. Preheat Oven: Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.
2. Make the Dough: In a large bowl, combine flour and salt. Gradually add warm water and oil, mixing until a dough forms. Knead for 5 minutes until smooth.
3. Rest the Dough: Cover the dough with a clean kitchen towel and let it rest for 10 minutes.
4. Prepare the Filling: In a separate bowl, mix the shredded chicken, chopped vegetables, garlic powder, and soy sauce until combined.
5. Roll Out the Dough: Divide the dough into small balls. Roll each ball into a thin circle, about 4 inches in diameter.
6. Fill the Dumplings: Place a spoonful of the filling in the center of each circle. Be careful not to overfill.
7. Seal the Dumplings: Fold the dough over the filling to create a half-moon shape. Pinch the edges to seal tightly.
8. Prepare for Baking: Place the dumplings on the prepared baking sheet. Beat the egg and brush it over the tops of the dumplings for a golden finish. Sprinkle sesame seeds on top if desired.
9. Bake: Bake in the preheated oven for 25-30 minutes or until golden brown.
10. Cool and Serve: Allow the dumplings to cool slightly before serving.

Following these steps will lead you to a batch of baked dumplings that are not only delicious but also visually appealing.