Remove the seeds and peel the pumpkin, then cut it into small pieces.
Place the pumpkin pieces in a steamer and steam for about 20 minutes.
Mash the steamed pumpkin.
In a bowl, combine the mashed pumpkin, all-purpose flour, milk, sugar, yeast, and salt, then knead into dough.
Let the dough rise at room temperature for about 1 hour.
Shape the dough into round balls and place them on a pan.
Bake in a preheated oven at 180°C (356°F) for 20 minutes.