First, into the bowl of a stand mixer, combine lukewarm milk, yeast and sugar. Let it chill for about 5 minutes. (if it needs to be activated, let chill until bubbly)
Activate the stand mixer (I always use flat attachment first) at low speed. Then add pumpkin purée and vanilla extract (and cinnamon, if you want)
Mix flour and salt and gradually add it to the stand mixer. When you added ⅔ of the flour, then add softened butter one piece at a time and let incorporate.
Add half of the egg and let incorporate. Then add remaining flour. Change the attachment (use dough hook now) and let knead for about 8-10 minutes.
To understand if it's ready, take the windowpane test: it's described in the post above.
Let it proof for about 1.5 hours in a warm place.
Marinated pecans:
In a small pan, toast chopped pecans. I prefer small pieces so I don't encounter problems when shaping my rolls. They are ready in 2-3 minutes, depending on they're size (don't burn them!)
Into a jar, add toasted pecans, bourbon and sugar. Shake for a few seconds then let marinate for 1.5 hours (or more!)
For the rolls:
Prepare the filling: into a small bowl combine butter, sugar, cinnamon and flour, stir until creamy.
When the fluffy dough has double, gently deflate it with your hands. Roll it out on a floured surface, into a 50 x 35 cm rectangle (20 x 14 inches).
Strain the pecans from their liquid.Spread the filling then add the chopped marinated pecans all over.
Tightly roll up the dough (starting from the longer side). Use a bread knife or dental floss to divide the rolls (you should get about 24 of them)
Arrange them on 2 lined baking sheets, cover with plastic wrap or a damp cloth, let them proof for about 30 minutes.
Bake
Preheat the oven to 200°C (390° F).
Brush each roll with the remaining half egg (+ a splash of milk), then bake for about 10-12 minutes (depending on your oven).