Activate the yeast: In a small bowl, mix warm milk and granulated sugar. Stir until dissolved, then sprinkle the yeast over the top. Allow it to sit for 5-10 minutes until it becomes frothy.
Mix the dough: In a large bowl or stand mixer, whisk together the flour, cinnamon, nutmeg, and salt. Add the pumpkin puree, melted butter, egg, and the activated yeast mixture. Stir until a rough dough forms.
Knead the dough: Knead the dough with a dough hook on medium speed for 6-8 minutes, or by hand on a floured surface for 8-10 minutes, until it’s smooth and elastic. If the dough is too sticky, add flour a teaspoon at a time.
First rise: Place the dough in a greased bowl, cover it, and let it rise in a warm spot for 1 to 1 ½ hours, until it has doubled in size.
Prepare the filling: In a bowl, mix the softened butter, brown sugar, and ground cinnamon until creamy and spreadable.
Roll out the dough: Punch down the dough and roll it out on a floured surface into a rectangle that’s about 12×16 inches and ¼ inch thick.
Spread filling: Evenly spread the filling over the dough, leaving about a 1-inch border along the edges.
Create the braid: Cut 1-inch wide strips along the long sides of the dough, about 3 inches deep, stopping before the middle. Fold the middle section over the filling, then braid the strips by alternating sides.
Second rise: Place the braid on a parchment-lined baking sheet, cover it loosely, and let it rise for 30-45 minutes until puffy.
Bake: Preheat your oven to 350°F (175°C). Bake for 25-30 minutes, until golden brown and cooked through (internal temperature should be around 190°F).
Prepare icing: In a bowl, beat the cream cheese, softened butter, powdered sugar, maple syrup, and vanilla until smooth and creamy.
Glaze and serve: Let the braid cool for about 10 minutes, then drizzle generously with icing, slice, and enjoy it warm.
Notes
For a different flavor, substitute pumpkin puree with mashed sweet potato. Use fresh spices for the best flavor.