In a small bowl, warm the milk until it's lukewarm. Add the yeast with a pinch of sugar and let it sit for about 5 minutes until it becomes frothy.

In a large mixing bowl, combine the pumpkin puree, melted butter, sugar, cinnamon, nutmeg, and salt. Add the egg and the activated yeast mixture, and stir until well blended.

Gradually incorporate the all-purpose flour into the wet mixture, stirring until it forms a soft dough.

Lightly flour a clean surface and knead the dough for about 5-7 minutes until it's smooth and elastic.

Place your dough in a lightly oiled bowl. Cover it with a clean cloth and let it rise in a warm place for about 30 minutes, or until it doubles in size.

Once risen, punch down the dough and roll it out into a rectangle, about 1/4 inch thick.

In a small bowl, mix some sugar with cinnamon (optional), and sprinkle it evenly over the surface of the rolled-out dough.

Roll the dough tightly, starting from one of the long edges.

Cut the rolled dough into 12 equal pieces and place them in a greased baking dish.

Preheat your oven to 350°F (175°C) and bake for about 20-25 minutes, or until golden brown.

For the icing, sprinkle powdered sugar over the warm rolls. You can mix a little milk with the sugar for a smooth glaze.