In a microwave safe bowl, warm the milk and butter together for about 30 seconds to 1 minute. You want the mixture lukewarm, not boiling hot. Set aside.
In your stand mixer's bowl, mix the pumpkin puree, sugar, cinnamon, nutmeg, and salt together. Slowly add in the warmed milk/butter, egg, and yeast until combined.
Using the dough hook on low speed mix in 1 cup of flour. Mix for 1 minute, scraping down the sides of the bowl as needed. Add 1 and ⅔ cups more flour and beat for 1 more minute.
Keep the dough in the mixer and beat on low speed for an additional 3 minutes.
Lightly grease a large bowl with oil. Place the dough in the bowl, turning it to coat all sides in the oil. Cover the bowl with a clean kitchen towel. Allow the dough to rise for 2 hours or until double in size.
Grease a 9 x 13 pan with butter,
Place dough on a lightly floured work surface and using a lightly floured rolling pin to roll dough into a 10×14 inch rectangle.
In a small bowl, mix the softened butter, sugar and spices for the filling. Spread the butter mixture evenly on top of the rolled-out dough.
Roll it up the dough tightly. Using a very sharp knife, cut the rolled dough into 12 even rolls, about 1.5 - 2 inches thick. Arrange rolls in the prepared pan.
Cover the rolls tightly and allow to rise until doubled in size, about 1 hour.
Preheat oven to 350°F
Bake rolls for about 25 minutes or until they are lightly browned on top. After about 15 minutes, tent a piece of aluminum foil over the top of the pan to prevent the tops from browning too quickly and baking unevenly.
Remove the pan from the oven and allow to cool.
In a medium bowl, beat the softened cream cheese until smooth. Add the heavy cream and beat on high until smooth. Add the confectioners’ sugar and cinnamon , continue to beat on medium speed until creamy. Spread on warm cinnamon rolls.