Warm the milk in a small saucepan until it bubbles, then remove from heat. Let cool until lukewarm.
In a large bowl, combine milk, pumpkin, sugar, butter, salt, yeast and 2 cups flour; stir well to combine. Stir in the remaining flour, 1/2 cup at a time, beating well after each addition. When the dough has pulled together, turn it out onto a lightly floured surface and knead until smooth and elastic, about 8 minutes.
Lightly oil a large bowl, place the dough in the bowl and turn to coat with oil. Cover with a damp cloth and let rise in a warm place until doubled in volume, about 1 hour.
Divide the dough into four equal pieces, divide each of these pieces into four pieces and then divide each of these 16 pieces in half to make 32 pieces. Form each piece into a round and place on lightly greased baking sheets. Cover the rolls with a damp cloth and let rise until doubled in volume, about 40 minutes. Meanwhile, preheat oven to 375 degrees F (190 degrees C).
Bake in preheated oven for 10 to 15 minutes, or until golden brown.