Measure yeast into a mixing bowl.
Add the coconut milk and mix with a spoon lightly.
Add the egg, followed by the sugar, flour and salt.
Turn on the mixer to a low speed and mix until the dough comes together. This should take about 2 minutes.
Cut butter into small pieces and add to the dough.
Continue to knead the dough on low for 8 to 10 minutes, until the butter is no longer visible and the dough becomes smooth and elastic.
Remove the dough from the bowl and form it into a round ball.
Place the dough back into the bowl and cover with a cling wrap. Let the dough proof until it has at least doubled in size.
Press the air bubbles out of the dough and turn it out onto a clean workspace.
Form the dough into a long log.
Cut the dough into 9 equal sections. For easy cutting, start by dividing the dough log into 3. After that, divide each of the sections into 3 to make a total of 9 dough sections.
Roll each dough section into squares measuring approximately 12 cm on each side.
Spread one tablespoon of the ube jam evenly on the rolled dough.
Gently roll the dough tightly as is done for cinnamon rolls.
Slit the roll into half, leaving about 1 cm allowance at the top.
Twist both the halves like a rope. Next, twist the rope into a circle and tuck the ends.
Place the twisted rolls well apart from one another on a lined baking tray.
Cover with a kitchen towel and let them proof until double in size.
Bake the rolls in a pre heated oven at 165°Celsius for 20 minutes.
Remove the rolls from the oven and brush the top with melted butter.