Combine all ingredients for batter in a large mixing bowl. Mix well. Strain mixture into another mixing bowl.
Combine chopped char siew, corn flour and oil in a bowl. Season with sesame oil and pepper. Mix well.
Place a piece of wet cloth onto a stainless steel tray or dish. With the tray/dish on the steaming tray, bring a wok of water to boil.
Use a ladle to scoop some batter onto the cloth. Sprinkle some chopped char siew on the batter. Steam with rapid boiling water for 5 minutes.
Remove the cloth onto a clean working surface. With the help of a scrapper, roll the chee cheong fun up. Arrange on a serving dish.
To prepare sauce, heat oil in a pan. Fry sliced shallots until fragrant. Add light soy sauce and water, and bring to a boil. Season with sugar. Pour sauce over chee cheong fun.
Serve chee cheong fun with XO sauce or sambal belacan.