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1.
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To make the pineapple filling: Put all of the ingredients into a medium saucepan, set over low heat, and cook, stirring occasionally, until the sugar has dissolved and all the liquid has evaporated, about 45 minutes.
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Transfer to a bowl, cover, and refrigerate for at least 2 hours, or as long as overnight.
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2.
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To make the dough: Sift the flour, custard powder, and dried milk together and set aside.
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3.
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Put the butter, confectioner's sugar, and salt in the bowl of an electric mixer fitted with the paddle attachment and beat on medium speed until the mixture is light and creamy, about 4 minutes.
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Scrape down the sides and bottom of the bowl, add the flour mixture, and mix until incorporated.
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Add the egg and mix just until the dough comes together; it will be quite sticky.
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Form the mixture into a ball, press it into a 1-inch-thick disk, and wrap tightly in plastic wrap.
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Chill until firm, at least 2 hours, or as long as overnight.
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4.
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Line two baking sheets with parchment paper.
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Unwrap the chilled dough and form it into 1-inch balls.
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Using your fingertips, press one ball into a thin 3-inch disk.
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Put 1 tablespoon of the pineapple filling in the center of the dough circle, fold over to make a half-moon, and pinch the edges together to seal.
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Twist off any excess dough, press and gently roll the half-moon shape into a ball.
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Repeat with the remaining dough and filling.
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Alternatively, roll the whole disk of dough out on a lightly floured surface to a 1/8 inch thickness, cut out 3-inch circles with a cookie or biscuit cutter, and fill and shape them.
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Put the filled balls 1 inch apart on the baking sheets, and chill until firm, about 15 minutes.
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5.
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Meanwhile, preheat the oven to 350F.
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6.
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Brush the balls with the egg yolks and stick a clove, if desired, in the center of each.
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Bake until golden brown, about 12 minutes.
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Cool completely on a rack before serving.
