In a large mixing bowl, combine warm milk, sugar, and yeast. Let this mixture sit for 5-10 minutes until it froths.

Mix in the salt and gradually incorporate the all-purpose flour, stirring until a soft dough forms.

Transfer the dough to a lightly floured surface and knead for about 5 minutes until smooth and elastic.

Place the dough in an oiled bowl, cover with a kitchen towel, and let it rise for 1 hour or until doubled.

Blend pumpkin puree, cream cheese, sugar, cinnamon, and vanilla extract in a medium bowl until smooth.

Once the dough has risen, punch it down gently and roll it out into a 12x18 inch rectangle.

Spread the creamy pumpkin filling over the dough, leaving a small border.

Roll the dough into a tight log and slice into 12 even pieces.

Place the sliced rolls in a greased baking dish, cover to rise for another 30 minutes.

Preheat your oven to 350°F (175°C). Bake rolls for 25-30 minutes or until golden brown.

While rolls are baking, prepare the glaze by mixing powdered sugar and milk until smooth.

Once the rolls are out of the oven, drizzle the glaze over the top before serving.