In a bowl, mix warm milk, yeast, and a pinch of sugar. Let it sit for 5 minutes until frothy.
In a large mixing bowl, combine flour, brown sugar, granulated sugar, salt, cinnamon, and nutmeg.
Add pumpkin puree, melted butter, and egg to the dry ingredients.
Pour in the yeast mixture and stir until a dough forms.
Knead the dough on a floured surface for about 5 minutes until smooth.
Place the dough in a greased bowl, cover it, and let it rise for 1 hour or until doubled.
Roll out the dough into a rectangle about 1/4 inch thick.
Spread melted butter over the rolled-out dough, and sprinkle with cinnamon and sugar mixture.
Roll the dough tightly and slice into 8 equal pieces.
Place rolls in a greased baking dish and let rise for 30 minutes.
Preheat the oven to 350°F (175°C) and bake for 25-30 minutes until golden.
For the glaze, mix powdered sugar and cream cheese with a little milk until smooth, then drizzle over warm rolls.