MAKING THE SAUCE:

In a medium saucepan, cook the onion, jalapeño chiles, and Szechwan peppercorns in the vegetable oil for about 10 minutes over medium heat—long enough for the onion to turn pale brown. Stir often so the onions brown evenly. Add the chiles to the onion mixture, stirring over medium heat for about 2 minutes more, then add the sherry. Turn the heat up to high and boil the mixture for about 1 minute to cook off the alcohol in the sherry. Crush the star anise under a saucepan and add it to the onion mixture. Cook over medium heat for 1 minute. Put the onion-chile mixture in a blender and pour the warm (but not hot) chicken broth through the top, a little at a time, until you’ve added enough to get the mixture to move around in the blender. Purée for about a minute and add the rest of the broth. Season to taste with salt. Pour the mixture through a strainer set over a bowl or saucepan. You can keep this sauce for up to a week in the refrigerator, tightly covered.

MAKING THE DUMPLING FILLING:

In a food processor, combine the bacon, shrimp, scallions, garlic, ginger, soy sauce, and sesame oil and purée for 30 seconds. Scrape down the sides with a rubber spatula and purée 30 seconds more. Transfer to a mixing bowl. Soak the bread in the milk for 5 minutes and work it with your fingers until you have a wet paste; stir this into the shrimp mixture. Reserve, covered with plastic wrap, in the refrigerator.

MAKING THE DUMPLINGS:

When working with wonton wrappers, keep them tightly wrapped when not in use to prevent them from drying out.

Place 1½ teaspoons of the shrimp mixture in the center of each wrapper. Brush around the mound with water and bring the sides of the circle up around the mound and pinch together. At this point you can place the dumplings on a sheet pan and freeze them.

FINISHING AND SERVING:

Bring 6 quarts of water to a boil and add the dumplings. As soon as you add the dumplings the water will stop boiling. Allow it to come back to a very gentle simmer but then turn down the heat to keep the water from boiling—if it boils the dumplings may burst open. Simmer for 5 minutes and drain in a colander or remove with a spider utensil.

While the dumplings are simmering, bring the sauce to a simmer.

Use a small pitcher to pour 3 to 4 tablespoons of the sauce into 8 wide soup plates and arrange 6 dumplings on top of each plate.