Combine pineapple, sugar, butter, and lemon juice in a heavy saucepan. Cook over medium-low heat for 25 to 35 minutes, stirring often, until amber, thick, and able to hold its shape.
Cool completely, divide into 16 portions, and roll loosely.
Make the Dough:
Beat butter and confectioners' sugar just until smooth. Mix in eggs one at a time. Fold in flour, milk powder, and salt to form a soft dough. Chill 30 minutes.
Divide dough into 16 portions. Flatten each, wrap around one filling portion, seal, and press gently into square moulds on a sheet pan.
Bake:
Bake at 350 F (175 C) for 10 minutes. Carefully turn each mould, then bake 10 to 12 minutes more until evenly pale golden.
Cool in the moulds for 5 minutes, unmould, and cool completely before serving.
Notes
Cook the filling until very firm or it can leak through the tender crust.
Store airtight for up to five days; the cakes soften slightly after the first day.