Make bread dough. Combine warm milk with active dry yeast and 1 teaspoon granulated sugar. Gently stir to combine and let sit for 5 minutes or until yeast is activated and mixture is foamy.

In the bowl of a stand mixer, combine yeast mixture, bread flour, heavy cream, butter, salt, and egg yolk. Mix until a dough forms and continue to knead until smooth, about 6-7 minutes. Transfer dough to a clean bowl, cover, and let proof for 1 ½ hours or until doubled in size.

Meanwhile, make char siu filling. Heat 2 tablespoons oil in a medium saute pan over medium heat. Add shallots and saute until tender and aromatic, about 2 minutes. Add chicken stock, soy sauce, hoisin, oyster sauce, sugar, and five spice powder. Bring to a simmer, reduce heat to low and simmer for 2 minutes.

Combine cornstarch with ¼ cup water, stirring until cornstarch has dissolved. Add cornstarch slurry to the sauce and bring to a simmer. Continue to simmer until thickened, stirring constantly, about 1-2 minutes. Remove from heat and add char siu, stirring until char siu is well coated. Let cool completely.

Prepare cooking topping. Combine flour, dry milk powder, baking powder, baking soda, and salt in a medium bowl.

Whisk together melted butter with sugar in a large bowl until well combined. Add milk, egg yolk, and vanilla extract, whisking until combined. Add dry ingredients and mix with a spatula just until combined. Wrap cooking topping in plastic wrap and roll into a log. Chill in the fridge until ready to use or until firm.

Punch down dough and divide into 12 equal portions. Roll each portion into a 5-inch circle and fill the center with ¼ cup char siu. Gather the edges towards the center to enclose the filling, pinching together the edges. Gently flatten into a disc and place on a lined baking sheet. Repeat with the remaining dough and filling.

Lightly cover buns with a clean kitchen towel and proof for 45 minutes in a warm area.

Preheat oven to 350 degrees F.

Slice cookie dough into 12 equal portions. Place them in between 2 sheets of plastic wrap and roll into circles large enough to cover the buns. Brush the tops with the egg yolk and milk mixture and drape a cookie topping on top. Gently press down to secure the topping.

Score the topping with a bench knife in a criss cross pattern if desired. Brush the tops with more egg yolk and milk mixture and bake the buns for 18-20 minutes or until golden brown. Rotate the sheet pans half way through.

Remove pineapple buns from the oven and let cool slighlty. Serve warm.