I cook the chinese bun pao but it came out dry, there is any solution the make the doug moist and soft.

I would cook it in a plastic wrap in the microwave(if you bought it readymade) it will create steam and keep it from drying out. If you are preparing tradionally, you can by a steambasket from the chinese food store. Add lettuce leaves and place your pao on top and then above a pan with boiling water. Steam for several minutes until done.