Prepare the Dough:

1. In a large bowl, dissolve yeast and sugar in milk, and stir to mix together. Let the mixture rest for 5 minutes to activate the yeast.
2. Add in pumpkin puree, flour, softened butter, egg and salt. Stir well with a spatula until no dry flour particles are visible. Make sure to scrape off any remaining flour from the sides of the bowl.
3. Transfer the dough mixture onto a clean and dry surface. Knead the dough for 5 minutes until it turns into a soft and smooth dough ball. Because of the high fat content (butter and milk) in this recipe, the dough is much easier to knead by hand and does not require a stand mixer.

Proof the Dough (first rise):

1. Transfer the dough back into the mixing bowl, lightly grease the dough ball with vegetable oil and cover with a lid. Let it rise at room temperature for 1 hour or until it doubles in size. Covering the dough with oil will help prevent the dough from losing moisture and drying out.

Shape the Cinnamon Rolls:

1. Transfer the dough onto a floured surface and roll the dough to a rectangle of about 20x12 inches wide using a rolling pin. Gently spread softened butter evenly over the rolled dough.
2. In a small bowl, whisk together brown sugar, ground cinnamon and pumpkin pie spice blend. Sprinkle the mixture evenly over the top of the butter. 
3. Roll up the dough tightly into a log and pinch the end edges to seal.
4. Cut into 9 even pieces using a knife or bench scraper, about 2 inches wide each. Arrange the rolls flat on their side into a greased 8x8 inch pan.

Second Rise:

1. Cover the pan with plastic wrap (or seal it in a large Ziploc bag) and let it rise (second rise) for 1 hour or until the rolls double in size. Optionally, you can let the rolls rise slowly in the sealed Ziploc bag in the refrigerator overnight and bake it straight away in a preheated oven the next day.

Bake the Roll:

1. Preheat the oven to 350 F. Transfer the pan to the oven and bake for 30 minutes, until golden brown. Let it cool for 10 minutes.

Make the Cream Cheese Icing:

1. Combine cream cheese, milk, honey and confectioners' sugar in a bowl and mix well with a handheld mixer (or with a whisk) until the mixture becomes smooth. 
2. Drizzle the cream cheese icing over cinnamon rolls and serve.