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Step 1
Combine pineapple, egg yolks, sugar, lemon juice, cornstarch, and salt in a blender; blend until smooth.
Step 2
Pour into a saucepan and bring to a simmer over medium heat, whisking constantly. Cook and stir until curd thickens, 3 to 5 minutes.
Step 3
Remove from heat and whisk in butter until fully incorporated. Transfer to a small bowl, cover with plastic wrap, and chill until set, 2 to 3 hours.
Step 4
Start the dough after the curd has been chilling for 1 hour. Pour milk and pineapple juice into a microwave-safe glass measuring cup. Warm for 30 seconds in the microwave. Stir in yeast until dissolved. Let stand until foamy, about 5 minutes.
Step 5
Stir egg, sugar, and lemon zest into the yeast mixture. Pour into the bowl of a stand mixer fitted with the dough hook attachment. Add all-purpose flour, whole wheat flour, and salt. Mix until dough comes together. Add butter gradually, with the mixer running, until it is fully incorporated into into the dough. Knead until dough leaves the sides of the bowl and looks smooth, 5 to 10 minutes.
Step 6
Lift dough out of the bowl and spray the bowl with cooking spray. Return dough to the bowl and turn to coat. Cover the bowl with a clean dish towel and let dough rise until almost doubled, about 1 hour.
Step 7
Place a baking sheet in the refrigerator.
Step 8
Turn the dough out onto a silicone baking mat and roll into a 12x15-inch rectangle. Slide the mat onto the cold baking sheet and return to the refrigerator for 15 minutes. This will make the dough easier to roll and cut.
Step 9
Spread a thin layer of pineapple curd evenly over the dough, leaving a 1/2-inch border on 3 sides. Roll up lengthwise starting from the edge closest to you. Use a sharp or serrated knife to cut the log into 12 even pieces.
Step 10
Grease a 9x13-inch baking pan and arrange rolls in the pan, spacing them out slightly. Cover loosely and let rise until doubled, about 1 hour.
Step 11
Preheat the oven to 350 degrees F (175 degrees C) near the end of the second rise.
Step 12
Uncover the rolls and bake in the preheated oven until light golden, about 25 minutes.
Step 13
Meanwhile, stir confectioners' sugar, milk, 1 tablespoon pineapple curd, lemon juice, and salt together for the glaze. Add milk if glaze is too thick. Drizzle glaze over the warm rolls.