Heat milk and butter until the butter melts. Pour into a large mixing bowl. Add the pumpkin, sugar, salt, yeast, cinnamon, nutmeg, and egg. Stir or whisk until smooth.
Add half of the flour and stir till smooth. Add enough additional flour to make a soft dough. Knead on a floured counter for a few minutes or until smooth.
Place dough in a bowl sprayed with non stick spray. Cover and let rise for 45-60 minutes or until doubled in size. (You can skip this step but the rolls won't be quite as soft and flavorful.)
While dough is rising, whisk all filling ingredients together until smooth. Chill until it's spreadable but not runny.
Spray a 9x13" pan with cooking spray.
Spray counter with cooking spray. Punch dough down and out into a rectangle. Mine was about 18x11", but it doesn't matter too much. The most important thing is rolling it an even thickness.
Spread filling on the dough and roll up lengthwise so you have one long roll. Cut into 12 slices. I like to use dental floss or thread, but you can use a sharp knife.
Place rolls in prepared pan. Cover and let rise until doubled, about 35-45 minutes.
Preheat oven to 350 degrees and bake rolls for 30-35 minutes or until done on the bottom and lightly browned on top. I bake mine on the bottom rack so the tops don't burn.
For frosting: Beat all the ingredients together until smooth, adding milk as needed. Spread over warm rolls.