Marinate julienned vegetables in vinegar, sugar and kosher salt for at least one hour but up to three days.
Set up a bamboo steamer or other similar steamer. Add bao buns to steam, approximately four minutes.
Meanwhile, whisk eggs and scramble in nonstick pan on medium heat; stirring and scraping sides with rubber spatula to prevent browning. Once eggs are 80% cooked, turn off heat and cover pan with lid to allow eggs to finish cooking by steam.
When eggs are finished, season with salt and cover with sesame seeds. Then cut into four equal pieces.
To assemble, remove bao from steamer and place portion of eggs on each; top with pickled vegetables and drizzle with oyster sauce.