Try Aberdeen in White Plains, Jade Garden in Hartsdale and Central Seafood (Hartsdale/WP border). They have especially good dim sum, so they might have it - but it's worth calling to ask before you make a special trip.
285 N Central Ave, Hartsdale, NY 10530
re: Sra. Swanky
Yes they all have it and yes they are all pretty bad. You can add Pagoda and Hartsdale Garden to the list. They all taste like frozen prepackaged ones. In fact if you hit Kamsen Supermarket in White Plains you'll find a variety of xiaolongbaos in the frozen section. Steam them up at home and it'll be just as good as any Westchester places.