Make the Tangzhong (Roux)

1. In a small saucepan, whisk together bread flour and milk.
2. Cook over low heat, stirring constantly until it thickens into a paste.
3. Remove from heat and let it cool completely before using.
   

Make the Dough

1. Pour the milk into a heatproof jug and microwave it for about 30 seconds, until lukewarm.
2. Add the yeast and caster sugar to the lukewarm milk, stir until the yeast dissolves, then cover with a towel and let it sit for 5–10 minutes, or until a layer of foam forms on top.
3. In the bowl of a stand mixer, combine the bread flour, light brown sugar and salt.  Roughly mix them together using a spatula.
4. Add in the egg, bloomed yeast mixture, the cooled tangzhong and the pumpkin purée. Attach the dough hook attachment, start kneading on medium low speed until a shaggy dough forms.
5. While the mixer is running, gradually add the softened butter, a little at a time, and knead until it’s fully incorporated. Once all the butter is added, turn the mixer to medium speed and continue kneading until the dough passes the windowpane test — when you can gently stretch it thin enough to let light pass through.
6. Place the dough in a lightly greased bowl, turning it to coat the surface. Cover and let it proof in a warm place until it doubles in size, about 2 hours.

Shape the Dough

1. Once the dough has doubled in size, uncover it and lightly dust the surface with flour. Gently press down the sides to loosen it from the bowl, then punch it down to knock back.
2. Turn the bowl upside down and let the dough fall onto the work surface under its own weight, sticky side up.
3. Gently pull the edges away from the center without tearing, then fold them back in to form a rough ball. Drag the dough toward you while tucking the edges underneath — repeat for about 3–5 minutes to build tension and create a smooth surface.
4. Cover the dough ball with a tea towel and let it rest on the work surface for about 15 minutes — this helps the gluten relax, making the dough easier to shape later.
5. Line a baking pan with a silicone mat.
6. Weigh the dough and divide it into 12 equal pieces (for reference, my dough weighed 1,070 g, so each piece is about 90 g).
7. Take one piece of dough at a time. Fold all the edges in, then gently drag it across the surface until it forms a smooth, round ball.
8. Place the shaped dough balls onto the lined baking pan.  Continue to shape the remaining pieces.

Shape the Pumpkin

1. Tie each dough ball loosely with a piece of kitchen twine — not too tight, as the dough will rise again and naturally form pumpkin-like segments. If you find using one piece of twine tricky you can also use two pieces of twine instead of one. To do this, run the twine from the underside to the top of the dough ball then twist the twine and return to the base, creating 4 quarters. Tie off. With a second piece of twine, repeat the process in the quarter spaces, creating 8 equal pumpkin segments.
2. Place tied rolls on the lined baking pan 2 inches apart.  Continue to tie the remaining dough balls. 
3. Cover them with a tea towel, and allow them to rise at room temperature for about an hour for the second proof.

Bake and Cool the Rolls

1. Towards the end of the second rise, preheat the oven to 180°C (fan).
2. Whisk together the egg with the milk to make the egg wash. Brush each roll gently with the egg wash using a pastry brush.
3. Bake for 18–20 minutes, or until golden brown.
4. Once cool enough to handle, transfer the baked rolls onto a wire rack.

The Final Touch

1. Carefully snip and remove the kitchen twine.
2. Place a half pecan in the centre of each roll to create the pumpkin stem.

To Serve

1. Enjoy warm with a generous dollop of butter — delicious with winter soups on a chilly autumn day and fun for a kids party.