In a large mixing bowl, combine warm milk with sugar and instant dry yeast. Stir gently and let it sit for about 5 minutes until frothy.

Gradually add salt and all-purpose flour, mixing until a soft dough forms.

Transfer dough onto a floured surface and knead for about 5 minutes until smooth and elastic.

Place dough in an oiled bowl, cover with a damp cloth, and let it rise in a warm spot for about 1 hour, until doubled in size.

In a medium bowl, mix pumpkin puree, softened cream cheese, sugar, cinnamon, and vanilla extract until smooth and creamy.

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

Spread the filling evenly across the dough, leaving a small border.

Roll the dough into a log shape from one long side. Slice the log into 12 even pieces using a sharp knife.

Arrange slices in a greased baking dish, cover with a cloth, and allow to rise for 30 minutes.

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

Prepare the glaze by combining powdered sugar with milk until smooth, then drizzle over warm rolls.