Iconic pineapple buns with a crumbly sugar cookie crust and soft interior are a Hong Kong classic. A family-favorite bakery treat with sweet, buttery flavor.
Warm the milk to just above room temperature (about 100°F) and mix with instant yeast and granulated sugar; let it rest until slightly frothy.
In a large bowl, combine flour, salt, the prepared yeast mixture, egg, and softened butter. Knead for at least 10 minutes until a smooth, slightly elastic dough forms.
Shape the dough into a ball, cover, and let rise in a warm place for about 1 hour or until doubled in size.
While dough is rising, prepare the topping: Cream softened butter and powdered sugar until fluffy, beat in egg yolk and vanilla, then gently mix in flour to make a soft, pliable dough. Chill for 30 minutes.
Punch down the risen dough and divide into 8 equal pieces. Roll each into a smooth ball and place on a parchment-lined baking sheet; flatten each lightly with your palm.
Divide the chilled cookie dough topping into 8 portions, roll each into a disk, and carefully lay one on top of each bun. Score a crisscross pattern with a knife to mimic a pineapple's look.
Let the buns proof (uncovered) for 30–40 minutes until noticeably puffy. Meanwhile, preheat oven to 350°F (175°C).
Bake buns in the center rack for 18–20 minutes, rotating once, until golden and cookie crust is cracked but not burnt. Cool on rack before serving.