Place the unopened cans of sweetened condensed milk into a large pot and cover with water, by about 2 inches. Bring the water to a boil and reduce heat so water is simmering. Maintain water level and simmering water for 3 hours. After 3 hours, pour off water, being careful not to touch the cans. Let the cans cool completely before opening. This is now called dulce de leche.
Grill the pineapple slices and dice small. Set aside.
Onto 2 sheets of the baked puff pastry, evenly distribute the dulce de leche. Dulce de leche-side-up, layer one sheet one on top of the other (so it looks like: pastry, dulce de leche, pastry, dulce de leche). Then, place the remaining plain layer of puff pastry on top of the top layer of dulce de leche. Trim the edges, and cut into 2 by 3-inch triangles. Serve with pineapple.