Spray a lidded plastic container or glass bowl with cooking spray. Set aside.
Combine flour, sugar, yeast, spice, and salt in the bowl of a stand mixer fitted with dough hook.
In a small saucepan, heat milk and butter until butter melts.
Remove from heat.
Cool to between 120℉ and 130℉.
With mixer on low, pour milk mixture over dry ingredients.
Add pumpkin and egg.
Mix to a rough dough, about 1-2 minutes.
Increase speed to medium high.
Knead until dough is smooth and cleans the bowl, about 8-10 minutes.
Turn dough into prepared container.
Cover and let rise in a warm place until doubled in bulk, about 90 minutes. (If using a proofing box with a water tray, do not cover. Temperature should be set as 78℉.)