Dough: Sprinkle yeast over warm water. Add 1 tsp sugar and stir to combine. Let sit for 5-7 minutes to allow mixture to bubble and activate.
In the bowl of a stand mixer, whisk together yeast mixture, remaining 1/4 cup sugar, milk, egg and yolk. Whisk salt into flour. Add 2 cups of flour to mixing bowl. Use the hook attachment to mix dough together. Mix on low speed until flour is incorporated. Add another 1 cup of flour. Continue to knead on low speed, adding softened butter 1 Tbsp at a time. Add remaining cup of flour and knead until the dough is smooth and cleans the sides of the bowl. If dough is too sticky, add additional flour 1 Tbsp at a time until desired consistency is achieved.
Transfer dough to a lightly greased bowl. Cover with plastic wrap and let dough rest at room temperature for about an hour until dough has doubled in volume.
Cinnamon Filling: Stir softened butter in a small bowl. It should resemble the consistency of mayonnaise. Set aside. In a small bowl, mix together sugar, coconut sugar, and cinnamon. Set aside
Coconut Jam: In a small sauce pot, combine coconut milk and coconut sugar. Set over medium heat and bring mixture to a boil. Once mixture has boiled, reduce heat and let simmer until thickened, about 8-12 minutes. Stir often to ensure mixture does not burn along the sides of the pot. Remove from heat. Add salt and pandan extract. Stir to combine. Pour jam into heat proof containers. Allow to cool to room temperature and then store in the fridge until ready to use. Jam will continue to thicken in the fridge.
Punch down risen dough. Transfer to a lightly floured working surface. Roll dough into a 20 x 14 inch rectangle. Spread softened butter over dough. Sprinkle cinnamon filling and gently press into dough.
Roll dough into a tight log, starting at the longest side. Slice the log into 18 equal parts. Lightly grease two 8x8-inch baking pans. Divide rolls between the two pans, 9 in each pan. Cover pans with plastic wrap and let rolls rest for 30-45 minutes at room temperature to allow rolls to rise.
Preheat oven to 350 degrees F. Remove plastic wrap and bake rolls for 30-35 minutes until golden brown on top and the internal temperature of the rolls hit 185 degrees F. Allow rolls to rest for 5 minutes to slightly cool. Spread coconut jam all over warm rolls and serve immediately.