First make the tangzhong/roux by combining 25 grams flour and 125mL water together in a pot and heating it until it thickens into a paste. Transfer it to a bowl and cover with plastic wrap and let cool before using. Make sure the plastic wrap is touching the tangzhong to prevent a crust from forming on top.
In a large bowl, combine together flour, salt, sugar, and yeast.
Add in the egg, milk, and tangzhong. Knead until a rough ball forms
Add in the butter and then continue to knead
Let the dough rest for ~40 minutes until double in size
Lightly knead the dough then separate the dough into 8 pieces. Knead each piece of dough into a ball and let rest 15 minutes.
Divide the pineapple bun cookie crust dough from earlier into 8 pieces and roll out and place on top of each bun
Let rest for 45-60 minutes until doubled in size
Brush the buns with egg yolk
Bake at 350F/177C for 25 minutes