To the bowl of a stand-up mixer (alternatively, you can do this in a large bowl by hand), add the lukewarm milk. Mix in the active dry yeast and allow it to stand and activate, about 8 minutes, until foamy and alive!
To a medium bowl, whisk together the flour, pumpkin pie spice and salt.
To the bowl of the mixer (with the yeast), mix in the pumpkin, sugar and egg. Then all at once, add the flour mixture. Attach the dough hook to your mixer and mix on low until the dough starts to become cohesive. With the mixer running on low, slowly add the cubes of butter.
Knead on medium speed for about 5 minutes. Alternatively, if you’re doing this by hand, you’ll need to knead the dough for about 10 to 15 minutes. The dough will go from crumbly and separate to completely cohesive and smooth. The dough shouldn’t be sticky. Remove the dough from the hook and the bowl and form it into a ball.
Transfer the ball of dough to a clean, lightly greased bowl (I used the flour bowl and just wiped it clean with a kitchen towel and then greased it). Cover with plastic wrap or a clean kitchen towel and transfer to the fridge to rise for at least 2 hours or overnight. (If you’re going to let it rise overnight, place it in the fridge.)