In a large bowl, combine warm milk, yeast, and sugar. Let stand for 5 minutes until foamy.

Add egg, salt, and melted butter to the yeast mixture. Mix well.

Gradually add flour, mixing until a soft dough forms. Turn dough out onto a lightly floured surface and knead for 5-7 minutes until smooth and elastic.

Place dough in a lightly oiled bowl, turning to coat. Cover and let rise in a warm place for 1-1.5 hours, or until doubled in size.

While dough rises, prepare the filling: In a bowl, combine brown sugar, pumpkin pie spice, cinnamon, and pumpkin puree.

Punch down the risen dough and roll it out into a large rectangle. Spread the pumpkin filling evenly over the dough.

Tightly roll the dough into a log. Cut the log into 12 slices and place them in a greased 9x13 inch baking pan.

Cover and let rise for another 30 minutes. Brush with melted butter and bake at 350°F (175°C) for 25-30 minutes, or until golden brown.

Prepare the glaze by whisking together powdered sugar and milk until smooth. Drizzle over the warm cinnamon rolls and serve.