Add ingredients to bread machine in the order recommended by the manufacturer. The following is how I prepared mine.
Add pumpkin, water, warm milk, vegetable oil, brown sugar, salt, nutmeg, cinnamon, and egg to the bread machine pan. Add the flour. Make a well in the top of the flour and add the instant yeast.
Turn the bread machine on the dough cycle and let it do all of the work! You will want to check it at first while it is mixing, to make sure you have enough flour. The dough should be slightly sticky to the touch, but will stay in a ball as the bread machine mixes. I used exactly 3 cups of flour and it was perfect. If your dough is too sticky, add a little extra flour, but don't overdo it.
Once the dough cycle has finished and the bread has risen, punch down the dough and remove it from the bread machine pan. Place dough on a lightly floured surface and knead a few times, just to release the air bubbles.
Roll out the dough to a 9''x22'' rectangle. Brush the top with melted butter. Combine the cinnamon and sugar and sprinkle it on top of the butter, leaving a 1/2-inch border around the edge.
Roll up tightly, beginning with the short end, and pinch the end together to seal. Place in a greased 9 x 5-inch bread pan. Cover with a kitchen towel and allow to rise until almost doubled.
Preheat oven to 375 degrees Fahrenheit and bake for 30 minutes. Tent with foil for the last 10 minutes to prevent the crust from browning too much. If you tap on the bread, it will sound hollow when it is finished. When finished baking, run a knife around the edge of the pan and remove the bread to cool. Slice and enjoy.