Sift powdered sugar into butter and mix until smooth. Add egg yolk and vanilla, mixing well.
Sift flour, cornstarch, and milk powder; combine with the butter mixture.
Divide the dough into two equal parts, place each in a square plastic bag, and roll thin.
Roll the pineapple jam paste thinly in a separate square plastic bag.
Layer dough, pineapple filling, and another layer of dough.
Cut into bite-sized squares. Brush the top with the egg yolk and milk mixture, then sprinkle with cheddar.
Bake at 320°F (160°C) for 20-25 minutes until golden brown. Let cool, serve, and enjoy!