Heat milk to 110-115, or if without a thermometer, to a warm touch. Add active yeast and set aside.
In a saucepan, heat on medium-low the butter and sugar, until melted and combined. Add the pumpkin to the sauce and mix until even. Turn off heat and set aside.
Add the flours, ginger, cayenne pepper, salt, all spice, cinnamon and nutmeg into a large mixing bowl. Mix altogether.
Add the milk-yeast, then add the pumpkin-butter mix. Mix until combined and not streaky.
Cover bowl tightly with plastic wrap and sit for 1 hour, or when it doubles in size.
Remove wrap, and punch down dough. It will be soft, yet sticky. Add flour to the bowl, and start kneading in the bowl to get started. After, the dough it workable, add to a counter surface and knead more. Add flour as needed. The dough should be pliable, yet somewhat sticky. It should not easily stick to the counter when kneading.
Add the dough back into a floured or greased bowl.
Prepare a lightly greased baking pan. 9x13" pan is recommended. Roll dough into small balls sizes of your choosing. Place next to each other.
Lightly press down, for evenness between the rolls.
Cover again, loosely. Set aside for 30 minutes, or when the dough rises to twice the size.
Preheat oven to 375° F.
When dough has risen, place in the oven for 25-30 minutes. Tap the top for firmness before removing from oven.