I’d start with this so that its flavors have a little time to meld together while you make the filling and prep the dumplings.
So, in a saucepan large enough to easily hold all the sauce’s ingredients, stir together the two soy sauces, rice vinegar, brown sugar, Sichuan peppercorns, star anise, cinnamon, ginger, garlic, and water.
Set your pan on a medium-high heat, so it slowly comes up to a very gentle boil. As soon as that happens, drop the heat to low and let the pan just barely simmer with a few stirs for 15 minutes. Slow-and-low, you’re aiming here to pull the flavors out of the peppercorns, star anise, cinnamon, ginger, and garlic. So, watch the heat to be sure you keep the pan at a gently rolling simmer during those 15 minutes.
Remove the sauce from the heat and strain it through a fine sieve into a mixing bowl. Discard the solids caught in the sieve and return the strained, still-hot sauce to its pan.
Now add the mashed bird’s eye chilies and Chinese chili oil to the sauce and give the lot a good stir. The pan can now sit until you’re ready to heat it ready for serving as soon as your dumplings are all cooked.