In a small bowl, dissolve yeast in warm water and set aside.
In a stand mixer bowl, combine milk, sugar, melted butter, pumpkin puree, spices, salt, and egg with a spoon. Attach the bowl to the mixer with the dough hook attached. Add 2 cups of flour and mix until smooth. Add yeast mixture. Mix in remaining flour until dough is easy to handle. Knead with dough hook for about 5 minutes. (If not using a stand mixer, knead dough on lightly floured surface for 5 to 10 minutes.) Place in well-greased bowl, cover, and let rise until doubled in size, usually 1 to 1 1/2 hours.