Remove the skin and seeds from the pumpkin and cut it into small pieces.
Place the pumpkin pieces in a steamer and steam until tender.
Mash the steamed pumpkin and let it cool.
In a bowl, combine the mashed pumpkin, flour, sugar, salt, milk, and yeast to make a dough.
Once the dough comes together, let it ferment at room temperature for about 1 hour.
Divide the dough into individual portions, add cheese in the center, and shape the dough.
Line a baking tray with parchment paper and place the shaped dough on it.
Bake in a preheated oven at 170°C (338°F) for 20 minutes.