In a small bowl, combine warm milk and sugar. Sprinkle yeast on top and let it sit for 5-10 minutes until foamy.
In a large mixing bowl, combine flour, pumpkin puree, melted butter, egg, and the foamy yeast mixture. Mix until a dough forms.
Transfer the dough to a floured surface. Knead for 5-7 minutes until smooth and elastic.
Place the dough in a greased bowl, cover with a kitchen towel, and allow to rise for 1 hour or until doubled.
Prepare the filling by mixing together sugar, cinnamon, and optional chopped nuts.
Once the dough has risen, punch it down and roll it out on a floured surface into a 16×12 inch rectangle.
Spread softened butter over the dough, and sprinkle the cinnamon-sugar mixture over it.
Starting from the long side, roll the dough tightly into a log. Pinch the seams to seal.
Cut the log into 12 equal pieces and place them in a greased baking dish.
Cover and let the rolls rise for another 30 minutes.
Preheat the oven to 350°F (175°C). Bake the rolls for 25-30 minutes or until golden brown.
While baking, whisk together powdered sugar, milk, and vanilla extract until smooth.
Allow the rolls to cool for a few minutes before drizzling with icing. Enjoy warm.
