Add all of the sauce ingredients to a large baking dish or oven-safe pan. Mix together using a whisk until evenly incorporated. Taste and adjust salt as needed.
Place the frozen dumplings into the sauce. Cover the pan and bake for 20 minutes, then bake uncovered for another 5 minutes.
Once the dumplings have softened, top with a drizzle of chili oil, chopped scallions, cilantro and sesame seeds.