Measure the flour into a big bowl and make a well in it. Add the yeast and the sugar into the well and pour in the milk. Flick flour on top of the milk to close the well. Cover and let sit for one hour.
Add the salt, egg, butter, and pumpkin puree and knead well for 10 minutes by hand or by machine on the lowest setting. Cover and let rest for 2 hours or overnight in the fridge. This dough is easier to work with if it's cold so you may want to leave it overnight in the fridge.
Beat together the ingredients for the filling and set aside.
Beat together the ingredients for the goo and pour them into a deep roasting pan about 30 x 20 cm (12 x 8 inches). Set it aside.
Pull the dough out of the bowl on to a lightly floured surface. Using a rolling pin, roll it out into a rectangle about 40 x 20 cm (16 x 8 inches). Spread the filling evenly over the dough. Roll the dough up into a tight sausage, starting from one of the long ends.
Using a sharp knife or scraper, cut the dough into 16 pieces and snuggle them into the roasting pan on top of the goo. Cover and let rest for 45 minutes if your dough is warm. Let rest for 2 hours if your dough is cold.
Pre heat the oven to 200 degrees C (400 degrees F). Pop the buns in the oven and bake them for 45 minutes. Check them after 20 minutes. If they are as brown as you would like them, cover them with a large sheet of non stick parchment and continue to bake them. If they are still a bit pale, bake them for a further 10-15 minutes and then cover them and continue to bake them.
When they are done, carefully invert them onto a large plate. Don't spill the hot goo! It's delicious and you don't want to burn yourself. Allow them to cool slightly if you can before eating them.