Mix wheat starch and tapioca starch in a bowl. Pour in boiling water and stir quickly. Add vegetable oil and knead into a smooth dough. Cover and let it rest for 10 minutes.
For the filling, combine shrimp, bamboo shoots, sugar, salt, sesame oil, cornstarch, and white pepper in a bowl. Mix well.
Divide dough into small balls. Roll each ball into a thin circle. Place a spoonful of filling in the center and fold the dough over to form a half-moon shape. Pinch the edges to seal.
Place dumplings in a steamer lined with parchment paper. Steam over high heat for 8-10 minutes until translucent.