Combine ground pork, Chinese mushrooms, water chestnuts, shrimps, Shao Hsing cooking wine, soy sauce, salt, and ground pepper in a medium bowl. Mix well and leave to marinate for 20 minutes.
Prepare a steamer by filling a large pot with an inch of water. Bring water to a boil.
Place one siu mai wrapper on your palm. Spoon 1 rounded tablespoon of filling in the center of the wrapper. Gather the wrapper up around the filling and cupping it between your thumb and index finger. Pat the filling down with the back of a spoon.
Place on a steaming tray lined with parchment paper. Repeat until all filling is used up.
Steam prepared siu mai for 10 to 12 minutes.
Remove and serve immediately with dumpling or soy sauce.