Active the yeast in the milk by mixing with the sugar and leaving until frothing (about 10 minutes).
Make a dough with all of the ingredients except the butter.
Leave covered in a warm place for 30 minutes.
Beat in the butter until a smooth dough forms.
Pipe or spoon the mixture into a well greased savarin mould.
Cover and leave until the mixture rises to the top of the moulds.
Bake at 400F (220C) for 20-25 minutes until golden brown.
Remove from mould while still warm.
For the Pineapple Compote:
Heat a wok or high sided frying pan, add the butter and quickly saute the pineapple until golden brown.
Add the brown sugar and cook until caramelized, then add the rum and Grand Marnier. (or water if not using alcohol).
Add the remaining ingredients.
Bring to boil and gently simmer until pineapple is cooked and flavours have developed, approximately 10 minutes.
Refrigerate when cool and use hot or cold.
To Complete:
When the savarin is cold, place back in the mould, with a tray underneath, to catch run off and soak well in a rum flavoured sugar syrup. (or flavour of choice).
Brush the soaked baba with apricot glaze.
Serve on a platter with the pineapple compote in the centre, whipped cream and garnish as desired.