Yesterday, I just found a very good website to learn Chinese with Pinyin or Jyutping caption.

You may find a good example here:

The website that adds pinying caption:

https://languageplayer.io/en/zh/video-view/youtube/_hNtnKFe3I8

The following is the original video without Pinyin Caption:

Also Caption with Jyutping and Englishhttps://languageplayer.io/en/yue/video-view/youtube?v=TWkVtt0Q5OU&id=2577&p=recommended&t=30