Add the milk to a small saucepan. Heat until just warm (105-120 degrees F). In a large bowl, combine the warm milk and yeast. Stir to dissolve. Set aside for about 10 minutes.
To the milk and yeast mixture, add 1/2 cup pumpkin puree, 3 tablespoons melted butter, sugar, egg yolk, and salt. Beat with a mixer on medium until just combined. Add half of the flour. Beat on low for about 30 seconds. Scrape the bowl as needed. Beat for 3 minutes on medium. Then stir in the remaining flour.
Shape the dough into a ball; then place in a greased bowl. Cover with a tea towel and let rise in a warm place for about 50 minutes. The dough should double in size.
Spray a 9x5-inch loaf pan with baking spray. Set aside.
Turn the dough out on a lightly floured surface. With a floured rolling pin, roll the dough out into a 20x12-inch rectangle.
In a medium bowl, mix 1/2 cup pumpkin puree, 3 tablespoons melted butter, cinnamon, kosher salt, nutmeg, and ground cloves. Spread this over the dough. Sprinkle evenly with the filling topping of brown sugar and cinnamon.
Cut the dough into five 12x4-inch strips. Then, stack the strips together.
Cut them into five 5x2.5-inch pieces. Transfer the stacks to your prepared loaf pan. Let rise in a warm place for about 45 minutes or until it about doubled in size.
While the loaf rises, preheat your oven to 350 degrees Bake for about 35 minutes or until golden brown. (If needed, you can loosely cover the bread with a piece of foil to prevent over-browning.) Cool for about 15 minutes; then remove from the pan.
In the meantime, prepare your cinnamon glaze by whisking to the powdered sugar, cinnamon, vanilla, and salt. Add as much milk as needed, one tablespoon at a time, to create a glaze that can be drizzled.
Transfer the loaf to a serving dish, and drizzle with the prepared glaze.