On a low heat, melt the butter in a pan with the milk. Remove from the heat once the butter has JUST melted. Ensure that the mixture is not hotter than lukewarm.
Using a mixer, beat together the pumpkin, brown sugar, nutmeg and salt until combined.
Add the milk mixture and mix until combined (you may need to scrape down the sides with a spatula to ensure it's evenly mixed).
Mix in the egg and yeast.
On a low speed, add in half of the flour and mix until combined. Then add the other half and mix. The dough will be soft.
Grease a large bowl with olive oil (spray oil works best for this) and place the dough in. Turn the dough over in the bowl and make sure the whole outside of the dough is covered in the oil. Place clingfilm over the top of the bowl and leave in a warm, draft-free place allowing it to rise. Leave for 1-1.5 hours.
Gently press on the top of the dough to deflate it. Then turn it out onto a floured surface and knead until smooth.