Preheat the oven to 350 degrees F. Line a baking pan with aluminum foil, and coat with nonstick cooking spray. Set aside.
Combine the tapioca flour and baking powder together in a large bowl. Stir in the cheese and egg yolks. Mix until the dough forms a ball. Lightly flour a work surface and turn the dough out. Knead the dough with your hands until the dough is smooth, even-textured, and not sticky. If the dough doesn't come together or seems too stiff, then add cream, 1 tablespoon at a time, until it comes together and feels supple.
Divide the dough into 10 even pieces and with your hands, roll each into a ball. Shape the balls into ovals and place them 1-inch apart on the prepared baking sheet. Bake until the rolls are pale gold (not browned), about 15 to 20 minutes. Cool on a wire rack for 5 to 10 minutes and serve while still warm. Serve with Pineapple Marmalade, if desired.
Combine the pineapple, sugar, orange zest, orange juice, lemon zest, lemon juice and jalapenos in medium saucepan.
Bring mixture to a rapid boil over high heat, stirring frequently. Lower heat to medium and continue to cook for 15 minutes, stirring often to prevent scorching.
Remove from heat and cool before serving.
Store in refrigerator for up to 1 month or in the freezer for 6 months.