Mix the flour and water without any lumps. Cooking on stove until you make a paste. Set aside to cool.
Add all the ingredients listed under "For the dough" and let the dough prove for an hour.
In the meantime, cook the pineapple in butter and sugar for about 23-25 minutes over medium flame. In the final couple of minutes add the rum extract and Madagascan vanilla. Cook until it is thick. Transfer to a bowl and cool.
When the dough has doubled, transfer to a dusted surface, punch and knead. Then roll it into a 18x12in rectangle. Reserve half cup of the filling and spread the pineapple mixture on the dough. Sprinkle the coconut and cut it into one an half inch strips.
Roll each strip into a coil. Cover and let it prove for 30 minutes.
Bake at 375 for 23-25 minutes. Remove from the over and brush with butter.
In the meantime, make the cream cheese filling by beating cream cheese, powdered sugar, butter, vanilla and rum extract.
Spread the cream cheese mixture on the rolls. Garnish with the reserved pineapple filling, sprinkle with coconut and finally top with a candied cherry. Serve the rolls as such or along with coffee or tea.