雞 is chicken, 尾 is tail, so 雞尾 is literally cocktail. 包 is bun, so 雞尾包 is cocktail bun.
About This Dish
An elongated bao with a buttery shredded coconut filling, the cocktail bun was invented in the 1950s as a way to recycle day-old buns by turning them into a “cocktail mix” of fillings for new buns.