In the bowl of a stand mixer fitted with a dough hook, mix flour, sugar, salt, and yeast.
Combine butter and milk in a small sauce pan.
Heat over low heat, stirring occasionally, until butter melts and temperature is between 120 degrees F and 130 degrees F.
With mixer running, pour milk mixture into flour mixture.
As it starts to mix in, add egg.
Increase speed and knead for 8-10 minutes until dough is smooth and elastic.
Place in a lidded container that has been sprayed with cooking spray.
Allow to rise for 45 minutes to 1 hour, until doubled in bulk.
Spray two 7-inch loaf pans with baking spray. Set aside.
Turn dough onto floured surface.
Roll into a 12"x18" rectangle.
Spread with pumpkin butter.
Beginning with the long side, roll dough jellyroll-style.
Cut roll in half.
Working with 1 half at a time, cut roll in two with a sharp pair of scissors.
Braid dough, filling side up and place in prepared pan.
Repeat with second roll.
Cover the pans with plastic wrap.
Allow to rise for 1 - 1 1/2 hours, until doubled in bulk.
While dough is rising, preheat oven to 400 degrees F.
Bake for 15 minutes, or until golden brown and cooked through.