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If you're using a fresh pineapple you need to peel it first. Remove the core and cut the pineapple into pieces. Use a blender to create a pineapple puree, for a smooth pudding it's easier to add the milk to the blender along with the pineapple.
For an extra smooth pudding you can pour the pineapple puree through a fine sieve, but that's optional.
Create a mixture of a bit of heavy cream and cornstarch. Pour the rest of the cream along with pineapple puree into a medium-sized pan and heat on low heat. Combine egg yolks with sugar in a medium-sized bowl.
Add a bit of the warm pineapple mixture to the egg yolks and keep on whisking with a whisk to prevent it from creating lumps. Pour the mixture back into the pan and keep on stirring while it's simmering on low heat.
Stir in the cornstarch mixture, the egg yolks and cornstarch are a thickening agent to make sure the pudding will become firm. It's important the egg yolks and cornstarch are cooked well, otherwise the pudding will be too liquid.
The pudding is done when you can draw a line on a spoon with your finger and it stays visible. Divide the pudding over 4 ramekins and refrigerate at least 4 hours, but preferably overnight. Enjoy!