Warm the pineapple juice and milk until just lukewarm. Stir in the sugar and yeast; let sit 5 minutes.
Combine flour and salt in a large bowl. Add warm liquids, softened butter, eggs, and vanilla.
Mix to form a soft dough, then knead until smooth and elastic, about 7–9 minutes.
Place dough in a lightly greased bowl, cover, and let rise until doubled, about 60–75 minutes.
Drain crushed pineapple very well. Stir brown sugar and cinnamon together; set aside melted butter.
Roll dough into a 16x12-inch rectangle on a floured surface.
Brush dough with melted butter. Sprinkle cinnamon sugar evenly, then pineapple, coconut, and macadamias. Press lightly.
Roll up tightly from the long side. Trim ends if needed and slice into 12 equal rolls.
Arrange rolls in a greased 9x13-inch pan. Cover and let rise until puffy, 30–45 minutes. Preheat oven to 350°F.
Bake until golden and set in the center, 22–26 minutes. Cool 10 minutes.
Beat cream cheese until smooth. Mix in powdered sugar, pineapple juice, vanilla, and salt. Thin with milk as needed.
Spread glaze over warm rolls. Serve slightly warm.