In a saucepan, gently heat whole milk, vegetable oil, and sugar over medium heat until warm but not boiling. Remove from heat and let it cool slightly, then sprinkle the active dry yeast on top, allowing it to activate for about 5 minutes until frothy and bubbly.

Once the yeast has activated, whisk in the pumpkin puree thoroughly into the mixture.

In a large mixing bowl, combine all-purpose flour with ground cinnamon, nutmeg, ginger, baking soda, baking powder, and salt.

Gradually add this dry mixture to the wet ingredients, stirring gently until a soft dough forms.

Turn the dough out onto a floured surface and knead it for about 5–7 minutes until smooth and elastic.

Place the dough in a lightly greased bowl, covering it with a kitchen towel. Let it rise in a warm spot for about 1 hour until it has doubled in size.

After the dough has risen, punch it down and turn it onto a floured surface. Roll it into a large rectangle about ¼ inch thick. Spread melted butter evenly over the surface, then sprinkle the filling mixture of sugar, spices, and finely chopped pecans over the top.

Starting from one edge, roll the dough tightly into a log shape. Slice the log into 1-inch thick pieces and place them in greased baking pans.

Allow the rolled pieces to rise for an additional 20 minutes.

Preheat your oven to 375°F (190°C). Bake the pumpkin cinnamon rolls for about 15–18 minutes or until golden brown and puffed.

While the rolls are baking, prepare the cream cheese frosting by beating cream cheese, powdered sugar, and milk until creamy and smooth.

Frost the pumpkin cinnamon rolls generously while they are still warm.

Optionally, sprinkle additional chopped pecans on top for added texture and flavor.